+920.4%
MSFT vs ACWI
+226.8%
+693.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | -0.3% |
| 7D | +7.5% | +0.3% | +7.2% | +7.2% |
| 30D | +1.9% | -2.8% | +4.7% | +5.4% |
| 3M | +9.2% | -3.2% | +12.4% | +13.5% |
| 6M | +31.9% | +1.3% | +30.6% | +29.7% |
| YTD | +13.4% | +11.2% | +2.2% | -0.7% |
| 1Y | +10.6% | +13.8% | -3.1% | -5.8% |
| 3Y | +54.7% | +76.2% | -21.5% | -23.3% |
| 5Y | +69.1% | +59.5% | +9.6% | -4.0% |
| 10Y | +920.4% | +222.2% | +698.2% | +146.4% |
| All | +920.4% | +226.8% | +693.5% | +146.4% |
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