+92.1%
MA vs HWM
+603.8%
-511.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | -0.3% |
| 7D | -1.8% | +5.0% | -6.7% | -3.1% |
| 30D | +11.0% | +1.5% | +9.5% | +10.1% |
| 3M | +17.9% | -20.3% | +38.2% | +24.7% |
| 6M | +33.2% | -18.0% | +51.2% | +39.0% |
| YTD | +16.5% | +9.5% | +7.0% | +9.3% |
| 1Y | +19.1% | +7.5% | +11.6% | +12.3% |
| 3Y | +70.6% | +355.7% | -285.1% | -18.1% |
| 5Y | +92.1% | +610.2% | -518.1% | -30.7% |
| All | +92.1% | +603.8% | -511.7% | -30.7% |
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