+73.1%
MA vs HWM
+743.6%
-670.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -2.7% | -2.1% | -0.6% | -2.2% |
| 30D | +1.5% | -11.0% | +12.5% | +4.9% |
| 3M | +20.4% | +4.0% | +16.4% | +18.1% |
| 6M | +11.1% | -0.2% | +11.4% | +9.8% |
| YTD | +2.0% | +26.7% | -24.7% | -7.7% |
| 1Y | -2.2% | +44.7% | -46.9% | -16.0% |
| 3Y | +41.9% | +426.1% | -384.2% | -33.9% |
| All | +73.1% | +743.6% | -670.5% | -40.5% |
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