+607.1%
MS vs HWM
+1,472.2%
-865.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -3.0% | -1.6% |
| 7D | -1.6% | +3.3% | -4.9% | -3.2% |
| 30D | -3.8% | -7.6% | +3.8% | -1.0% |
| 3M | -14.6% | -28.9% | +14.3% | -2.1% |
| 6M | -5.1% | -19.7% | +14.6% | +2.7% |
| YTD | +4.5% | +0.5% | +4.0% | +1.3% |
| 1Y | +13.5% | +0.3% | +13.3% | +10.1% |
| 3Y | +160.4% | +325.8% | -165.4% | +28.1% |
| 5Y | +112.9% | +524.7% | -411.9% | -13.0% |
| All | +607.1% | +1,472.2% | -865.1% | +74.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling