+553.1%
MA vs ACWI
+219.0%
+334.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.4% |
| 7D | +2.3% | -2.4% | +4.7% | +5.0% |
| 30D | +14.7% | -5.2% | +19.9% | +21.5% |
| 3M | +13.5% | -4.8% | +18.3% | +19.5% |
| 6M | +33.1% | -1.3% | +34.4% | +33.3% |
| YTD | +15.1% | +8.4% | +6.7% | +2.5% |
| 1Y | +18.7% | +11.0% | +7.7% | +2.7% |
| 3Y | +72.1% | +70.6% | +1.5% | -13.8% |
| 5Y | +92.8% | +55.3% | +37.5% | +9.7% |
| All | +553.1% | +219.0% | +334.1% | +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