+559.3%
MA vs HWM
+1,165.4%
-606.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -1.2% |
| 7D | +2.3% | +3.3% | -1.0% | +1.0% |
| 30D | +14.7% | -7.6% | +22.3% | +16.9% |
| 3M | +13.5% | -28.9% | +42.4% | +24.9% |
| 6M | +33.1% | -19.7% | +52.8% | +40.2% |
| YTD | +15.1% | +0.5% | +14.5% | +11.4% |
| 1Y | +18.7% | +0.3% | +18.5% | +14.9% |
| 3Y | +72.1% | +325.8% | -253.8% | -2.6% |
| 5Y | +92.8% | +524.7% | -431.9% | -5.7% |
| 10Y | +571.6% | +1,491.8% | -920.1% | +139.5% |
| All | +559.3% | +1,165.4% | -606.1% | +134.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling