-11.4%
MOS vs TW
+19.3%
-30.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.4% | -4.4% |
| 7D | -2.6% | +3.2% | -5.8% | -2.1% |
| 30D | +13.5% | +19.7% | -6.2% | +16.7% |
| 3M | -2.9% | +26.8% | -29.7% | +0.7% |
| 6M | -1.0% | +20.9% | -21.9% | +3.4% |
| YTD | -7.2% | +22.9% | -30.1% | +0.9% |
| 1Y | -11.4% | +20.4% | -31.7% | -2.8% |
| All | -11.4% | +19.3% | -30.7% | -2.8% |
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