+67.5%
MAS vs TW
+39.1%
+28.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.0% | +4.6% | +5.7% |
| 7D | +14.2% | +6.0% | +8.2% | +14.4% |
| 30D | +26.8% | +18.6% | +8.3% | +27.7% |
| 3M | +13.1% | +26.5% | -13.4% | +14.3% |
| 6M | +27.9% | +13.1% | +14.8% | +29.0% |
| YTD | +38.7% | +18.5% | +20.1% | +39.7% |
| 1Y | +40.4% | +21.7% | +18.7% | +41.4% |
| All | +67.5% | +39.1% | +28.3% | +67.9% |
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