+197.3%
MKSI vs TW
+19.1%
+178.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.1% |
| 7D | +2.7% | -4.5% | +7.2% | +2.5% |
| 30D | -12.8% | -2.3% | -10.5% | -12.9% |
| 3M | -22.5% | +2.6% | -25.1% | -23.2% |
| 6M | +19.4% | -17.5% | +36.9% | +22.4% |
| YTD | +67.7% | -5.3% | +73.0% | +66.2% |
| 1Y | +131.4% | -14.8% | +146.2% | +134.8% |
| 3Y | +197.3% | +18.8% | +178.5% | +188.9% |
| All | +197.3% | +19.1% | +178.3% | +188.9% |
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