+131.4%
MKSI vs TW
-14.2%
+145.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +1.6% |
| 7D | +2.7% | -4.5% | +7.2% | +0.6% |
| 30D | -12.8% | -2.3% | -10.5% | -13.6% |
| 3M | -22.5% | +2.6% | -25.1% | -21.9% |
| 6M | +19.4% | -17.5% | +36.9% | +18.7% |
| YTD | +67.7% | -5.3% | +73.0% | +65.6% |
| 1Y | +131.4% | -14.8% | +146.2% | +114.1% |
| All | +131.4% | -14.2% | +145.6% | +114.1% |
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 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