+68.0%
ACWI vs M
+27.3%
+40.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.4% |
| 7D | +0.5% | +4.7% | -4.2% | -0.2% |
| 30D | +0.9% | -9.6% | +10.5% | +2.3% |
| 3M | +2.4% | +0.9% | +1.5% | +2.0% |
| 6M | +12.4% | +22.3% | -9.9% | +8.6% |
| YTD | +15.2% | +6.5% | +8.6% | +13.2% |
| 1Y | +22.7% | +38.8% | -16.1% | +15.6% |
| 3Y | +75.8% | +115.9% | -40.1% | +48.5% |
| All | +68.0% | +27.3% | +40.7% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling