+70.6%
MA vs HWM
+355.2%
-284.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | 0.0% |
| 7D | -1.8% | +5.0% | -6.7% | -2.5% |
| 30D | +11.0% | +1.5% | +9.5% | +10.5% |
| 3M | +17.9% | -20.3% | +38.2% | +21.3% |
| 6M | +33.2% | -18.0% | +51.2% | +36.2% |
| YTD | +16.5% | +9.5% | +7.0% | +12.3% |
| 1Y | +19.1% | +7.5% | +11.6% | +15.3% |
| All | +70.6% | +355.2% | -284.6% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling