+52.3%
MSFT vs ACWI
+70.3%
-18.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +1.7% | -2.4% | +4.0% | +4.0% |
| 30D | +0.2% | -5.2% | +5.3% | +5.3% |
| 3M | +6.4% | -4.8% | +11.2% | +11.4% |
| 6M | +28.7% | -1.3% | +30.0% | +30.2% |
| YTD | +10.4% | +8.4% | +2.0% | +1.9% |
| 1Y | +7.6% | +11.0% | -3.4% | -3.0% |
| 3Y | +52.3% | +70.6% | -18.2% | -8.1% |
| All | +52.3% | +70.3% | -18.0% | -8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling