+593.1%
MA vs ACWI
+224.5%
+368.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.6% |
| 7D | +1.3% | +2.4% | -1.1% | -1.5% |
| 30D | +9.6% | -1.7% | +11.3% | +11.4% |
| 3M | +16.8% | -3.9% | +20.7% | +21.6% |
| 6M | +35.2% | +0.8% | +34.4% | +32.3% |
| YTD | +16.6% | +11.0% | +5.5% | +1.0% |
| 1Y | +19.8% | +13.1% | +6.7% | +1.5% |
| 3Y | +70.7% | +73.9% | -3.2% | -16.3% |
| 5Y | +87.4% | +59.0% | +28.4% | +3.8% |
| All | +593.1% | +224.5% | +368.6% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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