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  • MSI vs ACWI✓SelectedUSD · ACWIMSI vs ACWI performance historyLatest closeAs of-0.89%09/04
Stock and ETF performance explorer

MSI vs ACWI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,555.8%
ACWI return
+356.8%
Excess return
+1,199.0%
Maximum drawdown
-69.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioACWIExcessAlpha
1D-0.9%0.0%-0.9%-0.9%
7D-3.7%+0.5%-4.2%-4.2%
30D+6.8%+0.9%+6.0%+5.8%
3M+14.3%+2.4%+11.9%+11.2%
6M-1.6%+12.4%-13.9%-12.8%
YTD+22.8%+15.2%+7.6%+6.1%
1Y-1.1%+22.7%-23.8%-19.9%
3Y+70.5%+75.8%-5.3%-4.2%
5Y+102.8%+67.7%+35.1%+18.8%
10Y+597.4%+229.0%+368.4%+106.6%
All+1,555.8%+356.8%+1,199.0%+245.4%

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