+221.6%
ACWI vs M
-3.0%
+224.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | -0.2% | +5.0% | -5.2% | -0.9% |
| 30D | -3.3% | +10.6% | -13.9% | -4.7% |
| 3M | -3.4% | +1.6% | -5.0% | -3.9% |
| 6M | +0.8% | +30.8% | -30.0% | -3.4% |
| YTD | +10.7% | +16.9% | -6.2% | +7.4% |
| 1Y | +11.6% | +26.3% | -14.7% | +7.0% |
| 3Y | +73.4% | +158.6% | -85.2% | +46.1% |
| 5Y | +60.2% | +2.1% | +58.1% | +47.5% |
| 10Y | +221.6% | -4.3% | +225.9% | +152.4% |
| All | +221.6% | -3.0% | +224.6% | +152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling