+568.4%
MA vs HWM
+1,599.0%
-1,030.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.1% |
| 7D | +1.8% | -1.8% | +3.6% | +2.2% |
| 30D | +11.8% | -2.7% | +14.5% | +12.1% |
| 3M | +17.2% | -22.7% | +39.9% | +25.6% |
| 6M | +33.4% | -18.9% | +52.3% | +40.2% |
| YTD | +16.1% | +7.1% | +9.1% | +10.2% |
| 1Y | +19.9% | +4.7% | +15.2% | +14.5% |
| 3Y | +70.1% | +345.6% | -275.5% | -5.4% |
| 5Y | +89.6% | +588.3% | -498.6% | -10.5% |
| 10Y | +568.4% | +1,516.2% | -947.7% | +121.7% |
| All | +568.4% | +1,599.0% | -1,030.6% | +121.7% |
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