+35.3%
MAS vs ACWI
+67.7%
-32.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -0.8% | +0.5% | -1.2% | -1.3% |
| 30D | -5.6% | +0.9% | -6.4% | -6.4% |
| 3M | +4.4% | +2.4% | +2.1% | +1.8% |
| 6M | +7.2% | +12.4% | -5.2% | -5.5% |
| YTD | +16.1% | +15.2% | +0.9% | -0.5% |
| 1Y | +0.1% | +22.7% | -22.6% | -20.2% |
| 3Y | +28.3% | +75.8% | -47.5% | -31.8% |
| All | +35.3% | +67.7% | -32.4% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling