+1,387.4%
HWM vs MSI
+717.5%
+669.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.7% |
| 7D | +3.3% | +4.7% | -1.4% | +0.3% |
| 30D | -7.6% | +14.8% | -22.4% | -15.1% |
| 3M | -28.9% | +8.8% | -37.7% | -32.7% |
| 6M | -19.7% | +19.3% | -39.0% | -29.0% |
| YTD | +0.5% | +35.3% | -34.8% | -18.0% |
| 1Y | +0.3% | +33.8% | -33.5% | -17.8% |
| 3Y | +325.8% | +74.4% | +251.4% | +187.7% |
| 5Y | +524.7% | +120.5% | +404.2% | +252.6% |
| 10Y | +1,491.8% | +685.2% | +806.6% | +370.0% |
| All | +1,387.4% | +717.5% | +669.9% | +330.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling