+190.3%
MA vs TW
+287.8%
-97.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | -0.3% | +3.4% | -3.8% | -1.4% |
| 30D | +11.3% | +15.5% | -4.1% | +6.1% |
| 3M | +16.7% | +25.1% | -8.5% | +8.1% |
| 6M | +32.8% | +18.2% | +14.6% | +24.6% |
| YTD | +15.6% | +19.7% | -4.1% | +7.5% |
| 1Y | +19.6% | +18.1% | +1.5% | +11.7% |
| 3Y | +72.1% | +40.5% | +31.6% | +47.6% |
| 5Y | +96.0% | +37.1% | +59.0% | +65.3% |
| All | +190.3% | +287.8% | -97.5% | +71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling