+4.9%
MSCI vs ACWI
+58.8%
-54.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -2.0% |
| 7D | +1.5% | +0.3% | +1.1% | +1.1% |
| 30D | +14.4% | -2.8% | +17.2% | +17.8% |
| 3M | +15.2% | -3.2% | +18.4% | +19.0% |
| 6M | +11.2% | +1.3% | +9.9% | +8.4% |
| YTD | +13.9% | +11.2% | +2.7% | -1.3% |
| 1Y | +12.5% | +13.8% | -1.3% | -5.4% |
| 3Y | +32.3% | +76.2% | -43.9% | -40.0% |
| 5Y | +4.9% | +59.5% | -54.6% | -41.0% |
| All | +4.9% | +58.8% | -54.0% | -41.0% |
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