+226.7%
ACWI vs M
-2.2%
+228.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.4% |
| 7D | +0.5% | +4.7% | -4.2% | -0.1% |
| 30D | +0.9% | -9.6% | +10.5% | +2.2% |
| 3M | +2.4% | +0.9% | +1.5% | +2.0% |
| 6M | +12.4% | +22.3% | -9.9% | +8.9% |
| YTD | +15.2% | +6.5% | +8.6% | +13.4% |
| 1Y | +22.7% | +38.8% | -16.1% | +16.3% |
| 3Y | +75.8% | +115.9% | -40.1% | +51.9% |
| 5Y | +67.7% | +28.6% | +39.1% | +49.9% |
| All | +226.7% | -2.2% | +228.9% | +154.9% |
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