+435.6%
MS vs TW
+294.9%
+140.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.4% |
| 7D | -1.7% | +2.8% | -4.6% | -2.5% |
| 30D | +0.9% | +18.1% | -17.1% | -3.9% |
| 3M | -10.8% | +25.2% | -36.1% | -16.7% |
| 6M | +0.9% | +19.1% | -18.2% | -5.1% |
| YTD | +9.8% | +21.9% | -12.1% | +1.5% |
| 1Y | +17.1% | +18.9% | -1.8% | +9.1% |
| 3Y | +175.7% | +41.7% | +134.0% | +136.0% |
| 5Y | +125.9% | +40.4% | +85.4% | +89.1% |
| All | +435.6% | +294.9% | +140.8% | +213.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling