+568.4%
MA vs ACWI
+220.7%
+347.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +1.0% |
| 7D | +1.8% | -0.2% | +2.0% | +1.9% |
| 30D | +11.8% | -3.3% | +15.1% | +15.8% |
| 3M | +17.2% | -3.4% | +20.6% | +21.3% |
| 6M | +33.4% | +0.8% | +32.6% | +30.4% |
| YTD | +16.1% | +10.7% | +5.4% | +1.0% |
| 1Y | +19.9% | +11.6% | +8.3% | +3.2% |
| 3Y | +70.1% | +73.4% | -3.3% | -16.3% |
| 5Y | +89.6% | +60.2% | +29.5% | +4.0% |
| 10Y | +568.4% | +221.6% | +346.9% | +44.6% |
| All | +568.4% | +220.7% | +347.7% | +44.6% |
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