+216.7%
ACWI vs M
-4.2%
+220.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.5% | +0.6% |
| 7D | -2.4% | -4.3% | +1.9% | -1.8% |
| 30D | -5.2% | +1.3% | -6.5% | -5.4% |
| 3M | -4.8% | -7.4% | +2.5% | -4.1% |
| 6M | -1.3% | +18.3% | -19.7% | -4.1% |
| YTD | +8.4% | +7.6% | +0.8% | +6.4% |
| 1Y | +11.0% | +17.4% | -6.4% | +7.5% |
| 3Y | +70.6% | +108.4% | -37.8% | +48.0% |
| 5Y | +55.3% | -10.6% | +65.9% | +45.6% |
| All | +216.7% | -4.2% | +220.9% | +151.2% |
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