+92.3%
MA vs ACWI
+54.8%
+37.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +2.3% | -2.4% | +4.7% | +4.4% |
| 30D | +14.7% | -5.2% | +19.9% | +20.0% |
| 3M | +13.5% | -4.8% | +18.3% | +18.2% |
| 6M | +33.1% | -1.3% | +34.4% | +33.3% |
| YTD | +15.1% | +8.4% | +6.7% | +4.7% |
| 1Y | +18.7% | +11.0% | +7.7% | +5.4% |
| 3Y | +72.1% | +70.6% | +1.5% | -4.8% |
| All | +92.3% | +54.8% | +37.5% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling