+85.0%
MA vs HWM
+606.1%
-521.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.5% | +11.1% | -11.6% | -3.4% |
| 30D | +7.9% | +3.0% | +4.9% | +6.5% |
| 3M | +16.8% | -20.7% | +37.5% | +23.7% |
| 6M | +31.0% | -17.2% | +48.2% | +36.3% |
| YTD | +15.0% | +9.1% | +6.0% | +8.0% |
| 1Y | +17.0% | +9.0% | +8.0% | +9.8% |
| 3Y | +68.5% | +353.8% | -285.4% | -19.0% |
| 5Y | +85.0% | +608.0% | -523.1% | -33.3% |
| All | +85.0% | +606.1% | -521.1% | -33.3% |
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