+2,584.7%
MSFT vs ACWI
+330.1%
+2,254.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.8% | +0.2% | +0.1% |
| 7D | +1.1% | -4.0% | +5.1% | +5.3% |
| 30D | +1.3% | -5.8% | +7.1% | +7.4% |
| 3M | +10.2% | -5.0% | +15.2% | +15.9% |
| 6M | +30.8% | +0.7% | +30.1% | +29.8% |
| YTD | +11.5% | +8.4% | +3.1% | +2.6% |
| 1Y | +6.5% | +10.1% | -3.6% | -3.5% |
| 3Y | +55.5% | +70.8% | -15.3% | -8.4% |
| 5Y | +66.2% | +55.4% | +10.8% | +9.0% |
| 10Y | +928.0% | +223.3% | +704.7% | +258.6% |
| All | +2,584.7% | +330.1% | +2,254.6% | +603.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling