+1,502.1%
MAR vs ACWI
+341.7%
+1,160.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.4% |
| 7D | +1.8% | +2.7% | -0.9% | -1.4% |
| 30D | +14.3% | -2.6% | +16.9% | +17.5% |
| 3M | +20.0% | -3.2% | +23.2% | +24.0% |
| 6M | +21.7% | +1.9% | +19.9% | +17.9% |
| YTD | +37.7% | +11.3% | +26.3% | +20.2% |
| 1Y | +46.8% | +11.7% | +35.1% | +27.7% |
| 3Y | +121.0% | +74.4% | +46.6% | +14.8% |
| 5Y | +183.1% | +59.5% | +123.6% | +64.6% |
| 10Y | +532.4% | +225.2% | +307.2% | +65.5% |
| All | +1,502.1% | +341.7% | +1,160.4% | +199.9% |
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