+225.2%
ACWI vs M
-7.1%
+232.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | +2.4% | +7.0% | -4.6% | +1.5% |
| 30D | -1.7% | +8.9% | -10.6% | -2.9% |
| 3M | -3.9% | +4.5% | -8.4% | -4.7% |
| 6M | +0.8% | +36.2% | -35.4% | -3.9% |
| YTD | +11.0% | +15.1% | -4.1% | +8.0% |
| 1Y | +13.1% | +27.4% | -14.4% | +8.3% |
| 3Y | +73.9% | +160.1% | -86.3% | +46.4% |
| 5Y | +59.0% | -1.6% | +60.6% | +47.1% |
| All | +225.2% | -7.1% | +232.3% | +157.1% |
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