+922.9%
MSFT vs ACWI
+220.7%
+702.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.7% |
| 7D | +2.3% | -0.2% | +2.5% | +2.6% |
| 30D | -0.4% | -3.3% | +2.9% | +3.7% |
| 3M | +5.6% | -3.4% | +9.0% | +10.0% |
| 6M | +29.0% | +0.8% | +28.2% | +27.5% |
| YTD | +10.9% | +10.7% | +0.2% | -2.3% |
| 1Y | +6.2% | +11.6% | -5.4% | -7.5% |
| 3Y | +47.6% | +73.4% | -25.8% | -25.4% |
| 5Y | +67.9% | +60.2% | +7.8% | -5.2% |
| 10Y | +922.9% | +221.6% | +701.3% | +150.2% |
| All | +922.9% | +220.7% | +702.2% | +150.2% |
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 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