+33.4%
OMC vs ACWI
+226.0%
-192.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.4% |
| 7D | -5.8% | +1.1% | -6.8% | -6.6% |
| 30D | -4.8% | -0.2% | -4.6% | -4.7% |
| 3M | +9.2% | +4.7% | +4.5% | +4.6% |
| 6M | -2.5% | +14.5% | -17.0% | -14.2% |
| YTD | +2.6% | +14.6% | -12.1% | -9.9% |
| 1Y | +5.9% | +21.4% | -15.5% | -12.0% |
| 3Y | +14.2% | +77.6% | -63.4% | -33.5% |
| 5Y | +33.2% | +68.1% | -34.8% | -18.6% |
| 10Y | +33.4% | +226.1% | -192.7% | -55.3% |
| All | +33.4% | +226.0% | -192.6% | -55.3% |
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