+192.7%
MA vs TW
+301.3%
-108.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.0% |
| 7D | +1.3% | +3.9% | -2.6% | 0.0% |
| 30D | +9.6% | +19.9% | -10.3% | +3.2% |
| 3M | +16.8% | +25.9% | -9.2% | +8.0% |
| 6M | +35.2% | +21.1% | +14.0% | +25.9% |
| YTD | +16.6% | +23.9% | -7.3% | +7.2% |
| 1Y | +19.8% | +21.2% | -1.5% | +10.9% |
| 3Y | +70.7% | +44.8% | +25.9% | +45.0% |
| 5Y | +87.4% | +41.4% | +46.0% | +56.4% |
| All | +192.7% | +301.3% | -108.7% | +71.0% |
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