+1,471.2%
MAR vs ACWI
+330.0%
+1,141.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.1% |
| 7D | +4.3% | -2.4% | +6.7% | +7.1% |
| 30D | +16.8% | -5.2% | +22.0% | +24.0% |
| 3M | +16.0% | -4.8% | +20.9% | +22.4% |
| 6M | +16.5% | -1.3% | +17.8% | +17.1% |
| YTD | +35.0% | +8.4% | +26.7% | +21.7% |
| 1Y | +49.4% | +11.0% | +38.3% | +30.8% |
| 3Y | +124.1% | +70.6% | +53.5% | +19.5% |
| 5Y | +159.2% | +55.3% | +103.9% | +55.5% |
| 10Y | +553.9% | +223.2% | +330.7% | +72.6% |
| All | +1,471.2% | +330.0% | +1,141.2% | +203.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling