+1,428.0%
MKSI vs ACWI
+354.7%
+1,073.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.7% |
| 7D | +7.7% | +1.1% | +6.7% | +6.1% |
| 30D | -12.9% | -0.2% | -12.7% | -12.6% |
| 3M | -14.8% | +4.7% | -19.5% | -18.8% |
| 6M | +26.6% | +14.5% | +12.2% | +8.0% |
| YTD | +66.6% | +14.6% | +52.0% | +42.5% |
| 1Y | +144.6% | +21.4% | +123.1% | +95.5% |
| 3Y | +193.1% | +77.6% | +115.5% | +54.8% |
| 5Y | +88.6% | +68.1% | +20.5% | +12.8% |
| 10Y | +490.9% | +226.1% | +264.8% | +85.6% |
| All | +1,428.0% | +354.7% | +1,073.3% | +238.4% |
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