-24.4%
MOS vs TW
+39.9%
-64.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +21.6% | +4.2% | +17.4% | +21.4% |
| 30D | +12.0% | +18.9% | -7.0% | +10.9% |
| 3M | -3.9% | +23.8% | -27.7% | -5.2% |
| 6M | -3.3% | +17.0% | -20.4% | -3.8% |
| YTD | -4.6% | +19.2% | -23.9% | -5.4% |
| 1Y | -7.0% | +20.1% | -27.1% | -7.9% |
| 3Y | -24.4% | +40.5% | -64.9% | -16.8% |
| All | -24.4% | +39.9% | -64.4% | -16.8% |
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 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