+73.5%
MSFT vs ACWI
+67.7%
+5.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -2.7% | +0.5% | -3.2% | -3.2% |
| 30D | +2.7% | +0.9% | +1.8% | +1.7% |
| 3M | +17.0% | +2.4% | +14.6% | +13.8% |
| 6M | +23.8% | +12.4% | +11.4% | +8.0% |
| YTD | +4.0% | +15.2% | -11.2% | -11.9% |
| 1Y | -0.8% | +22.7% | -23.5% | -22.1% |
| 3Y | +55.6% | +75.8% | -20.2% | -21.7% |
| All | +73.5% | +67.7% | +5.8% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling