+114.0%
MS vs HWM
+538.5%
-424.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.9% | 0.0% | -3.4% |
| 7D | -3.4% | -2.4% | -0.9% | -2.6% |
| 30D | -3.9% | -13.3% | +9.3% | +1.7% |
| 3M | -15.9% | -31.0% | +15.1% | -1.9% |
| 6M | -2.5% | -17.1% | +14.7% | +4.0% |
| YTD | +5.1% | -1.9% | +7.0% | +2.2% |
| 1Y | +13.0% | -2.4% | +15.4% | +10.0% |
| 3Y | +160.7% | +322.2% | -161.5% | +17.4% |
| 5Y | +114.0% | +509.8% | -395.8% | -22.8% |
| All | +114.0% | +538.5% | -424.5% | -22.8% |
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 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