+9.0%
MSFT vs ACWI
+14.9%
-5.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.7% | +5.0% | +5.4% |
| 7D | +4.7% | -0.5% | +5.1% | +5.0% |
| 30D | +5.8% | -1.6% | +7.5% | +7.1% |
| 3M | +13.0% | -1.3% | +14.3% | +14.1% |
| 6M | +34.9% | +5.8% | +29.1% | +29.5% |
| YTD | +15.7% | +12.7% | +2.9% | +6.1% |
| 1Y | +9.0% | +15.0% | -6.1% | -1.9% |
| All | +9.0% | +14.9% | -5.9% | -1.9% |
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