+671.3%
MSI vs ACWI
+227.3%
+443.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +0.5% |
| 7D | +7.7% | -0.7% | +8.4% | +8.0% |
| 30D | +19.9% | -2.0% | +21.9% | +21.5% |
| 3M | +14.9% | -2.2% | +17.1% | +16.5% |
| 6M | +37.2% | +1.9% | +35.4% | +33.9% |
| YTD | +40.8% | +12.0% | +28.8% | +25.8% |
| 1Y | +38.1% | +12.5% | +25.6% | +22.8% |
| 3Y | +77.7% | +75.4% | +2.3% | +3.6% |
| 5Y | +129.0% | +61.5% | +67.5% | +44.1% |
| 10Y | +671.3% | +227.1% | +444.2% | +128.8% |
| All | +671.3% | +227.3% | +443.9% | +128.8% |
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