+899.3%
MSFT vs HWM
+1,166.3%
-267.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.6% |
| 7D | +1.7% | +3.4% | -1.7% | +0.7% |
| 30D | +0.2% | -7.5% | +7.7% | +1.6% |
| 3M | +6.4% | -28.9% | +35.2% | +14.0% |
| 6M | +28.7% | -19.6% | +48.3% | +33.7% |
| YTD | +10.4% | +0.6% | +9.8% | +7.9% |
| 1Y | +7.6% | +0.3% | +7.3% | +5.2% |
| 3Y | +52.3% | +326.1% | -273.8% | +3.2% |
| 5Y | +64.5% | +525.2% | -460.7% | +1.2% |
| 10Y | +917.8% | +1,492.9% | -575.1% | +423.9% |
| All | +899.3% | +1,166.3% | -267.0% | +410.8% |
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 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