+126.4%
MSI vs ACWI
+59.2%
+67.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | +7.4% | -0.2% | +7.6% | +7.3% |
| 30D | +18.7% | -3.3% | +22.0% | +21.1% |
| 3M | +14.5% | -3.4% | +17.9% | +16.7% |
| 6M | +38.1% | +0.8% | +37.3% | +36.3% |
| YTD | +38.7% | +10.7% | +28.0% | +26.9% |
| 1Y | +35.4% | +11.6% | +23.8% | +23.1% |
| 3Y | +75.1% | +73.4% | +1.7% | +7.6% |
| 5Y | +126.4% | +60.2% | +66.2% | +54.7% |
| All | +126.4% | +59.2% | +67.2% | +54.7% |
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