+759.5%
MS vs HWM
+1,494.1%
-734.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.5% |
| 7D | +1.4% | -2.1% | +3.5% | +2.1% |
| 30D | -0.3% | -11.0% | +10.7% | +4.7% |
| 3M | +0.3% | +4.0% | -3.7% | -1.9% |
| 6M | +31.3% | -0.2% | +31.6% | +30.1% |
| YTD | +24.7% | +26.7% | -2.0% | +10.4% |
| 1Y | +47.9% | +44.7% | +3.2% | +22.8% |
| 3Y | +178.3% | +426.1% | -247.8% | +26.3% |
| 5Y | +144.9% | +738.5% | -593.6% | -11.0% |
| All | +759.5% | +1,494.1% | -734.6% | +103.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling