+1,524.1%
HWM vs MSI
+676.2%
+847.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.8% |
| 7D | +3.4% | +4.7% | -1.3% | +0.4% |
| 30D | -7.5% | +14.8% | -22.3% | -15.1% |
| 3M | -28.9% | +8.8% | -37.7% | -32.7% |
| 6M | -19.6% | +19.3% | -38.9% | -29.0% |
| YTD | +0.6% | +35.3% | -34.7% | -18.0% |
| 1Y | +0.3% | +33.8% | -33.4% | -17.8% |
| 3Y | +326.1% | +74.4% | +251.7% | +187.1% |
| 5Y | +525.2% | +120.5% | +404.7% | +251.5% |
| All | +1,524.1% | +676.2% | +847.9% | +359.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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