-8.7%
MOS vs TW
+298.0%
-306.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.4% | -4.8% |
| 7D | -2.6% | +3.2% | -5.8% | -3.3% |
| 30D | +13.5% | +19.7% | -6.2% | +8.2% |
| 3M | -2.9% | +26.8% | -29.7% | -9.1% |
| 6M | -1.0% | +20.9% | -21.9% | -6.7% |
| YTD | -7.2% | +22.9% | -30.1% | -13.6% |
| 1Y | -11.4% | +20.4% | -31.7% | -17.0% |
| 3Y | -29.0% | +42.9% | -71.9% | -38.1% |
| 5Y | -34.0% | +40.2% | -74.2% | -43.5% |
| All | -8.7% | +298.0% | -306.7% | -49.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling