+1,169.5%
MAR vs ACWI
+356.8%
+812.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | -4.2% | +0.5% | -4.6% | -4.7% |
| 30D | -6.7% | +0.9% | -7.5% | -7.6% |
| 3M | -12.5% | +2.4% | -14.9% | -15.4% |
| 6M | +0.6% | +12.4% | -11.8% | -12.6% |
| YTD | +9.1% | +15.2% | -6.0% | -8.0% |
| 1Y | +26.2% | +22.7% | +3.5% | -1.4% |
| 3Y | +68.2% | +75.8% | -7.6% | -13.1% |
| 5Y | +163.9% | +67.7% | +96.2% | +45.2% |
| 10Y | +420.6% | +229.0% | +191.6% | +34.9% |
| All | +1,169.5% | +356.8% | +812.7% | +129.5% |
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 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