+12.5%
ACWI vs M
+25.7%
-13.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.3% |
| 7D | -0.7% | -3.3% | +2.6% | -0.3% |
| 30D | -2.0% | +8.1% | -10.1% | -3.0% |
| 3M | -2.2% | +2.2% | -4.4% | -2.6% |
| 6M | +1.9% | +35.1% | -33.2% | -2.3% |
| YTD | +12.0% | +15.8% | -3.8% | +8.5% |
| 1Y | +12.5% | +25.8% | -13.3% | +7.3% |
| All | +12.5% | +25.7% | -13.2% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling