+2,309.1%
MSFT vs ACN
+2,439.2%
-130.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.2% |
| 7D | +1.7% | +0.9% | +0.8% | +1.3% |
| 30D | +0.2% | +33.5% | -33.4% | -12.1% |
| 3M | +6.4% | +53.5% | -47.1% | -13.3% |
| 6M | +28.7% | +52.2% | -23.5% | +2.9% |
| YTD | +10.4% | -0.1% | +10.5% | +5.3% |
| 1Y | +7.6% | +11.0% | -3.4% | -2.6% |
| 3Y | +52.3% | -11.8% | +64.1% | +48.6% |
| 5Y | +64.5% | -22.8% | +87.3% | +70.1% |
| 10Y | +917.8% | +162.4% | +755.4% | +534.2% |
| All | +2,309.1% | +2,439.2% | -130.1% | +501.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ACN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling