+663.4%
MSI vs ACWI
+224.5%
+438.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.4% |
| 7D | +3.2% | +2.4% | +0.8% | +1.2% |
| 30D | +17.6% | -1.7% | +19.3% | +18.9% |
| 3M | +14.5% | -3.9% | +18.4% | +17.9% |
| 6M | +34.3% | +0.8% | +33.5% | +32.2% |
| YTD | +39.7% | +11.0% | +28.7% | +25.7% |
| 1Y | +40.2% | +13.1% | +27.1% | +24.0% |
| 3Y | +77.1% | +73.9% | +3.3% | +4.0% |
| 5Y | +124.0% | +59.0% | +65.0% | +42.8% |
| All | +663.4% | +224.5% | +438.9% | +125.6% |
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