+72.1%
MSI vs ACWI
+76.1%
-4.1%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -3.7% | +0.5% | -4.2% | -3.9% |
| 30D | +6.8% | +0.9% | +6.0% | +6.3% |
| 3M | +14.3% | +2.4% | +11.9% | +12.8% |
| 6M | -1.6% | +12.4% | -13.9% | -7.7% |
| YTD | +22.8% | +15.2% | +7.6% | +13.4% |
| 1Y | -1.1% | +22.7% | -23.8% | -12.3% |
| All | +72.1% | +76.1% | -4.1% | +15.9% |
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