+554.8%
MA vs HWM
+1,636.6%
-1,081.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | -1.1% |
| 7D | -0.3% | +1.6% | -1.9% | -1.1% |
| 30D | +11.3% | -3.9% | +15.3% | +12.1% |
| 3M | +16.7% | -23.2% | +39.9% | +25.3% |
| 6M | +32.8% | -20.0% | +52.8% | +40.1% |
| YTD | +15.6% | +5.7% | +9.9% | +10.1% |
| 1Y | +19.6% | +4.9% | +14.7% | +14.0% |
| 3Y | +72.1% | +347.0% | -274.9% | -4.3% |
| 5Y | +96.0% | +563.0% | -467.0% | -6.1% |
| 10Y | +554.8% | +1,579.2% | -1,024.4% | +121.7% |
| All | +554.8% | +1,636.6% | -1,081.9% | +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