+150.8%
MA vs TW
+211.2%
-60.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -3.5% | -0.5% | -3.0% | -3.4% |
| 30D | +0.8% | -0.6% | +1.4% | +0.9% |
| 3M | +14.8% | +3.4% | +11.4% | +12.7% |
| 6M | +10.0% | -18.4% | +28.4% | +16.9% |
| YTD | -0.1% | -3.9% | +3.8% | 0.0% |
| 1Y | -2.2% | -13.3% | +11.1% | +1.3% |
| 3Y | +39.3% | +20.8% | +18.4% | +25.1% |
| 5Y | +66.3% | +20.3% | +46.1% | +45.6% |
| All | +150.8% | +211.2% | -60.4% | +59.6% |
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