+132.1%
MAS vs TW
+286.2%
-154.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.1% | -2.0% |
| 7D | +2.0% | +4.2% | -2.3% | +0.9% |
| 30D | +19.4% | +18.9% | +0.5% | +14.4% |
| 3M | +9.4% | +23.8% | -14.4% | +3.7% |
| 6M | +15.3% | +17.0% | -1.7% | +10.1% |
| YTD | +31.3% | +19.2% | +12.1% | +23.7% |
| 1Y | +34.9% | +20.1% | +14.8% | +26.7% |
| 3Y | +58.6% | +40.5% | +18.1% | +35.3% |
| 5Y | +40.7% | +38.0% | +2.6% | +17.3% |
| All | +132.1% | +286.2% | -154.1% | +40.7% |
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