+961.0%
MO vs ACWI
+330.0%
+631.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.8% | -1.9% |
| 7D | -2.4% | -2.4% | -0.1% | -1.4% |
| 30D | +9.7% | -5.2% | +14.9% | +12.3% |
| 3M | +14.1% | -4.8% | +19.0% | +16.5% |
| 6M | +11.9% | -1.3% | +13.2% | +11.7% |
| YTD | +38.4% | +8.4% | +30.0% | +31.6% |
| 1Y | +41.9% | +11.0% | +30.9% | +33.2% |
| 3Y | +134.5% | +70.6% | +64.0% | +74.5% |
| 5Y | +147.3% | +55.3% | +92.0% | +90.7% |
| 10Y | +135.2% | +223.2% | -88.0% | +24.1% |
| All | +961.0% | +330.0% | +631.1% | +397.1% |
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