+92.3%
MA vs HWM
+522.0%
-429.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -1.2% |
| 7D | +2.3% | +3.3% | -1.0% | +1.2% |
| 30D | +14.7% | -7.6% | +22.3% | +16.7% |
| 3M | +13.5% | -28.9% | +42.4% | +23.9% |
| 6M | +33.1% | -19.7% | +52.8% | +39.3% |
| YTD | +15.1% | +0.5% | +14.5% | +10.6% |
| 1Y | +18.7% | +0.3% | +18.5% | +14.1% |
| 3Y | +72.1% | +325.8% | -253.8% | -15.5% |
| All | +92.3% | +522.0% | -429.6% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling