+58.6%
MAS vs TW
+39.9%
+18.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.1% | -1.9% |
| 7D | +2.0% | +4.2% | -2.3% | +2.1% |
| 30D | +19.4% | +18.9% | +0.5% | +20.2% |
| 3M | +9.4% | +23.8% | -14.4% | +10.4% |
| 6M | +15.3% | +17.0% | -1.7% | +16.4% |
| YTD | +31.3% | +19.2% | +12.1% | +32.4% |
| 1Y | +34.9% | +20.1% | +14.8% | +35.9% |
| 3Y | +58.6% | +40.5% | +18.1% | +59.1% |
| All | +58.6% | +39.9% | +18.7% | +59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling