+553.7%
MS vs HBM
+301.8%
+251.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +1.1% |
| 7D | +0.8% | +2.4% | -1.6% | +0.2% |
| 30D | -0.7% | -16.0% | +15.3% | +3.2% |
| 3M | -12.4% | -21.3% | +9.0% | -7.9% |
| 6M | -1.7% | -12.2% | +10.5% | -0.6% |
| YTD | +8.0% | +10.7% | -2.6% | +1.5% |
| 1Y | +16.2% | +30.3% | -14.1% | +4.8% |
| 3Y | +171.3% | +432.2% | -261.0% | +65.5% |
| 5Y | +124.8% | +218.8% | -94.0% | +45.8% |
| 10Y | +553.7% | +281.4% | +272.3% | +214.1% |
| All | +553.7% | +301.8% | +251.9% | +214.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling