+222.1%
MAS vs ACWI
+219.2%
+2.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.8% | +0.4% | +0.6% |
| 7D | +4.6% | -4.0% | +8.6% | +9.2% |
| 30D | +19.9% | -5.8% | +25.7% | +27.6% |
| 3M | +8.9% | -5.0% | +13.9% | +14.9% |
| 6M | +20.2% | +0.7% | +19.5% | +19.2% |
| YTD | +33.9% | +8.4% | +25.5% | +22.9% |
| 1Y | +34.7% | +10.1% | +24.6% | +21.6% |
| 3Y | +60.4% | +70.8% | -10.4% | -9.3% |
| 5Y | +43.5% | +55.4% | -11.9% | -10.0% |
| All | +222.1% | +219.2% | +2.9% | -18.9% |
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 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