+498.8%
MAR vs ACWI
+224.5%
+274.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | 0.0% |
| 7D | +1.6% | +2.4% | -0.8% | -1.3% |
| 30D | +13.8% | -1.7% | +15.5% | +15.7% |
| 3M | +20.3% | -3.9% | +24.2% | +25.4% |
| 6M | +21.3% | +0.8% | +20.5% | +18.9% |
| YTD | +37.2% | +11.0% | +26.2% | +19.9% |
| 1Y | +48.4% | +13.1% | +35.4% | +26.9% |
| 3Y | +120.1% | +73.9% | +46.2% | +13.1% |
| 5Y | +182.1% | +59.0% | +123.0% | +62.7% |
| All | +498.8% | +224.5% | +274.3% | +66.2% |
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