-4.4%
MOS vs TW
+287.8%
-292.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | +19.7% | +3.4% | +16.2% | +18.7% |
| 30D | +21.5% | +15.5% | +6.0% | +17.0% |
| 3M | -0.4% | +25.1% | -25.6% | -6.5% |
| 6M | +4.5% | +18.2% | -13.7% | -0.9% |
| YTD | -2.9% | +19.7% | -22.6% | -9.0% |
| 1Y | -7.7% | +18.1% | -25.8% | -13.1% |
| 3Y | -25.6% | +40.5% | -66.2% | -35.0% |
| 5Y | -31.2% | +37.1% | -68.2% | -40.7% |
| All | -4.4% | +287.8% | -292.2% | -46.3% |
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