+624.6%
MS vs HWM
+1,135.2%
-510.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.6% |
| 3M | -15.9% | -31.0% | +15.1% | -2.4% |
| 6M | -2.5% | -17.1% | +14.7% | +3.9% |
| YTD | +5.1% | -1.9% | +7.0% | +3.0% |
| 1Y | +13.0% | -2.4% | +15.4% | +10.8% |
| 3Y | +160.7% | +322.2% | -161.5% | +28.9% |
| 5Y | +114.0% | +509.8% | -395.8% | -11.3% |
| 10Y | +637.5% | +1,453.8% | -816.3% | +88.9% |
| All | +624.6% | +1,135.2% | -510.6% | +90.0% |
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