+16.2%
MS vs HWM
+5.1%
+11.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.1% |
| 7D | +0.8% | -1.8% | +2.5% | +1.1% |
| 30D | -0.7% | -2.7% | +2.0% | -0.3% |
| 3M | -12.4% | -22.7% | +10.4% | -6.1% |
| 6M | -1.7% | -18.9% | +17.2% | +3.7% |
| YTD | +8.0% | +7.1% | +1.0% | +4.7% |
| 1Y | +16.2% | +4.7% | +11.5% | +15.1% |
| All | +16.2% | +5.1% | +11.1% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling