+181.3%
MS vs HWM
+426.8%
-245.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.4% |
| 7D | +1.4% | -2.1% | +3.5% | +2.1% |
| 30D | -0.3% | -11.0% | +10.7% | +4.3% |
| 3M | +0.3% | +4.0% | -3.7% | -1.6% |
| 6M | +31.3% | -0.2% | +31.6% | +30.3% |
| YTD | +24.7% | +26.7% | -2.0% | +11.3% |
| 1Y | +47.9% | +44.7% | +3.2% | +24.0% |
| All | +181.3% | +426.8% | -245.5% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling