+26.2%
MAR vs ACWI
+23.6%
+2.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | -4.2% | +0.5% | -4.6% | -4.5% |
| 30D | -6.7% | +0.9% | -7.5% | -7.2% |
| 3M | -12.5% | +2.4% | -14.9% | -14.0% |
| 6M | +0.6% | +12.4% | -11.8% | -9.4% |
| YTD | +9.1% | +15.2% | -6.0% | -3.1% |
| 1Y | +26.2% | +22.7% | +3.5% | +5.1% |
| All | +26.2% | +23.6% | +2.6% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling