+119.9%
MS vs HWM
+565.4%
-445.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.1% | -1.9% | +0.9% |
| 7D | +0.7% | +1.6% | -0.9% | -0.2% |
| 30D | -0.9% | -3.9% | +3.0% | +0.2% |
| 3M | -13.0% | -23.2% | +10.2% | -3.2% |
| 6M | -2.0% | -20.0% | +18.0% | +6.7% |
| YTD | +7.8% | +5.7% | +2.1% | +1.5% |
| 1Y | +17.9% | +4.9% | +13.0% | +11.2% |
| 3Y | +174.8% | +347.0% | -172.2% | +20.8% |
| 5Y | +119.9% | +563.0% | -443.2% | -23.6% |
| All | +119.9% | +565.4% | -445.6% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling