+42.7%
MKSI vs TW
+20.8%
+21.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.0% | -6.0% | -4.5% |
| 7D | -10.7% | +6.0% | -16.7% | -7.8% |
| 30D | -30.5% | +18.6% | -49.1% | -24.0% |
| 3M | -39.2% | +26.5% | -65.7% | -31.1% |
| 6M | -33.0% | +13.1% | -46.1% | -25.0% |
| YTD | +22.3% | +18.5% | +3.8% | +35.1% |
| 1Y | +42.7% | +21.7% | +21.0% | +56.8% |
| All | +42.7% | +20.8% | +21.9% | +56.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling