+158.0%
MAR vs ACWI
+54.8%
+103.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +4.3% | -2.4% | +6.7% | +6.9% |
| 30D | +16.8% | -5.2% | +22.0% | +23.6% |
| 3M | +16.0% | -4.8% | +20.9% | +22.1% |
| 6M | +16.5% | -1.3% | +17.8% | +16.9% |
| YTD | +35.0% | +8.4% | +26.7% | +21.6% |
| 1Y | +49.4% | +11.0% | +38.3% | +30.6% |
| 3Y | +124.1% | +70.6% | +53.5% | +18.0% |
| All | +158.0% | +54.8% | +103.2% | +59.7% |
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