+611.0%
MS vs ACWI
+219.2%
+391.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.8% | -2.1% | -0.7% |
| 7D | -3.4% | -4.0% | +0.6% | +2.3% |
| 30D | -3.9% | -5.8% | +1.9% | +4.5% |
| 3M | -15.9% | -5.0% | -10.9% | -9.5% |
| 6M | -2.5% | +0.7% | -3.2% | -3.1% |
| YTD | +5.1% | +8.4% | -3.3% | -5.6% |
| 1Y | +13.0% | +10.1% | +2.8% | -0.6% |
| 3Y | +160.7% | +70.8% | +89.9% | +26.6% |
| 5Y | +114.0% | +55.4% | +58.7% | +19.5% |
| All | +611.0% | +219.2% | +391.8% | +58.4% |
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 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