-4.3%
MOS vs TW
+294.9%
-299.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -1.0% |
| 7D | +5.5% | +2.8% | +2.6% | +4.7% |
| 30D | +21.0% | +18.1% | +2.9% | +15.8% |
| 3M | -0.5% | +25.2% | -25.7% | -6.5% |
| 6M | +6.6% | +19.1% | -12.5% | +0.9% |
| YTD | -2.8% | +21.9% | -24.7% | -9.3% |
| 1Y | -8.1% | +18.9% | -27.0% | -13.6% |
| 3Y | -25.6% | +41.7% | -67.3% | -35.0% |
| 5Y | -29.8% | +40.4% | -70.2% | -39.9% |
| All | -4.3% | +294.9% | -299.2% | -46.5% |
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