+32.4%
MA vs HWM
-17.3%
+49.6%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.9% | +3.4% | -2.2% |
| 7D | +3.2% | -2.4% | +5.6% | +3.1% |
| 30D | +15.9% | -13.3% | +29.2% | +16.1% |
| 3M | +15.2% | -31.0% | +46.2% | +16.1% |
| 6M | +32.4% | -17.1% | +49.5% | +32.1% |
| All | +32.4% | -17.3% | +49.6% | +32.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling