+192.5%
MA vs TW
+294.9%
-102.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | 0.0% |
| 7D | -1.8% | +2.8% | -4.6% | -2.7% |
| 30D | +11.0% | +18.1% | -7.0% | +5.1% |
| 3M | +17.9% | +25.2% | -7.4% | +9.2% |
| 6M | +33.2% | +19.1% | +14.0% | +24.7% |
| YTD | +16.5% | +21.9% | -5.4% | +7.7% |
| 1Y | +19.1% | +18.9% | +0.2% | +11.0% |
| 3Y | +70.6% | +41.7% | +28.8% | +45.9% |
| 5Y | +92.1% | +40.4% | +51.7% | +60.7% |
| All | +192.5% | +294.9% | -102.4% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling