-27.5%
MOS vs TW
+41.7%
-69.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -0.9% |
| 7D | +5.5% | +2.8% | +2.6% | +5.3% |
| 30D | +21.0% | +18.1% | +2.9% | +19.9% |
| 3M | -0.5% | +25.2% | -25.7% | -1.8% |
| 6M | +6.6% | +19.1% | -12.5% | +6.0% |
| YTD | -2.8% | +21.9% | -24.7% | -3.7% |
| 1Y | -8.1% | +18.9% | -27.0% | -8.5% |
| All | -27.5% | +41.7% | -69.2% | -21.4% |
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