+48.3%
MAR vs ACWI
+13.1%
+35.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -0.9% | -0.5% |
| 7D | +1.0% | -0.7% | +1.7% | +1.4% |
| 30D | +16.2% | -2.0% | +18.2% | +17.7% |
| 3M | +23.1% | -2.2% | +25.2% | +24.7% |
| 6M | +22.0% | +1.9% | +20.1% | +19.2% |
| YTD | +39.2% | +12.0% | +27.2% | +23.7% |
| 1Y | +48.3% | +12.5% | +35.7% | +31.5% |
| All | +48.3% | +13.1% | +35.2% | +31.5% |
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