-6.3%
MOS vs TW
+285.7%
-292.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +2.8% | +3.2% |
| 7D | +22.5% | +7.3% | +15.2% | +20.4% |
| 30D | +6.6% | +18.6% | -12.0% | +1.9% |
| 3M | -3.8% | +24.8% | -28.6% | -9.6% |
| 6M | -2.2% | +16.1% | -18.3% | -6.8% |
| YTD | -4.8% | +19.1% | -23.8% | -10.6% |
| 1Y | -11.7% | +22.8% | -34.5% | -18.0% |
| 3Y | -26.5% | +40.4% | -66.9% | -35.8% |
| 5Y | -32.2% | +37.9% | -70.1% | -41.8% |
| All | -6.3% | +285.7% | -292.0% | -47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling