+72.1%
MA vs HWM
+330.6%
-258.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.8% |
| 7D | +2.3% | +3.3% | -1.0% | +1.7% |
| 30D | +14.7% | -7.6% | +22.3% | +15.7% |
| 3M | +13.5% | -28.9% | +42.4% | +18.8% |
| 6M | +33.1% | -19.7% | +52.8% | +36.2% |
| YTD | +15.1% | +0.5% | +14.5% | +12.3% |
| 1Y | +18.7% | +0.3% | +18.5% | +15.9% |
| 3Y | +72.1% | +325.8% | -253.8% | +23.6% |
| All | +72.1% | +330.6% | -258.5% | +23.6% |
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