+7.6%
MOS vs TW
+221.1%
-213.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | +9.5% | -2.3% | +11.9% | +10.2% |
| 30D | +10.4% | +3.9% | +6.5% | +9.2% |
| 3M | +12.9% | +5.7% | +7.2% | +10.4% |
| 6M | +1.2% | -14.5% | +15.8% | +5.0% |
| YTD | +9.3% | -0.9% | +10.2% | +7.9% |
| 1Y | -18.0% | -13.5% | -4.5% | -15.6% |
| 3Y | -29.0% | +25.0% | -54.0% | -36.4% |
| 5Y | -9.6% | +22.7% | -32.3% | -20.7% |
| All | +7.6% | +221.1% | -213.5% | -36.3% |
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