+43.5%
MAS vs TW
+38.7%
+4.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.9% | -3.5% |
| 7D | +4.6% | +7.3% | -2.7% | +3.3% |
| 30D | +19.9% | +18.6% | +1.3% | +16.4% |
| 3M | +8.9% | +24.8% | -15.9% | +4.7% |
| 6M | +20.2% | +16.1% | +4.1% | +16.6% |
| YTD | +33.9% | +19.1% | +14.8% | +28.3% |
| 1Y | +34.7% | +22.8% | +11.9% | +27.9% |
| 3Y | +60.4% | +40.4% | +20.0% | +35.9% |
| 5Y | +43.5% | +37.9% | +5.6% | +16.7% |
| All | +43.5% | +38.7% | +4.8% | +16.7% |
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 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