-0.8%
MSFT vs ACWI
+23.6%
-24.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -2.7% | +0.5% | -3.2% | -3.0% |
| 30D | +2.7% | +0.9% | +1.8% | +2.1% |
| 3M | +17.0% | +2.4% | +14.6% | +14.7% |
| 6M | +23.8% | +12.4% | +11.4% | +13.4% |
| YTD | +4.0% | +15.2% | -11.2% | -6.4% |
| 1Y | -0.8% | +22.7% | -23.5% | -14.2% |
| All | -0.8% | +23.6% | -24.4% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling