+521.8%
MA vs ACWI
+228.2%
+293.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.7% | +0.5% | -3.2% | -3.3% |
| 30D | +1.5% | +0.9% | +0.7% | +0.4% |
| 3M | +20.4% | +2.4% | +18.0% | +16.4% |
| 6M | +11.1% | +12.4% | -1.2% | -4.3% |
| YTD | +2.0% | +15.2% | -13.2% | -14.9% |
| 1Y | -2.2% | +22.7% | -24.9% | -24.5% |
| 3Y | +41.9% | +75.8% | -33.9% | -30.6% |
| 5Y | +75.4% | +67.7% | +7.6% | -8.3% |
| All | +521.8% | +228.2% | +293.6% | +43.6% |
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