+593.1%
MA vs HWM
+1,487.1%
-894.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | +1.3% | +7.3% | -6.0% | -0.9% |
| 30D | +9.6% | +1.6% | +8.0% | +8.5% |
| 3M | +16.8% | -21.9% | +38.6% | +24.8% |
| 6M | +35.2% | -19.0% | +54.2% | +42.2% |
| YTD | +16.6% | +7.9% | +8.6% | +10.3% |
| 1Y | +19.8% | +9.9% | +9.8% | +12.5% |
| 3Y | +70.7% | +342.1% | -271.4% | -4.9% |
| 5Y | +87.4% | +600.8% | -513.4% | -12.2% |
| All | +593.1% | +1,487.1% | -894.0% | +130.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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