+67.5%
MA vs TW
+22.4%
+45.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -0.6% |
| 7D | -1.8% | -3.5% | +1.7% | -0.8% |
| 30D | +1.4% | +0.5% | +0.9% | +1.2% |
| 3M | +17.7% | +4.9% | +12.8% | +15.5% |
| 6M | +9.7% | -17.1% | +26.8% | +14.9% |
| YTD | +0.5% | -3.9% | +4.3% | +0.7% |
| 1Y | -2.1% | -13.3% | +11.2% | +1.0% |
| 3Y | +40.1% | +20.9% | +19.2% | +28.2% |
| 5Y | +67.5% | +20.5% | +47.0% | +43.0% |
| All | +67.5% | +22.4% | +45.1% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling