+238.3%
MAS vs ACWI
+235.6%
+2.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.7% | +4.0% | +3.9% |
| 7D | +14.2% | -0.5% | +14.6% | +14.7% |
| 30D | +26.8% | -1.6% | +28.5% | +28.9% |
| 3M | +13.1% | -1.3% | +14.5% | +14.7% |
| 6M | +27.9% | +5.8% | +22.1% | +20.4% |
| YTD | +38.7% | +12.7% | +25.9% | +22.2% |
| 1Y | +40.4% | +15.0% | +25.4% | +21.0% |
| 3Y | +66.1% | +77.5% | -11.4% | -9.8% |
| 5Y | +47.4% | +61.9% | -14.4% | -11.4% |
| 10Y | +238.3% | +236.1% | +2.2% | -16.7% |
| All | +238.3% | +235.6% | +2.8% | -16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling