+48.6%
MS vs TW
-13.1%
+61.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -1.1% |
| 7D | +2.5% | -3.5% | +5.9% | +2.0% |
| 30D | 0.0% | +0.5% | -0.5% | +0.1% |
| 3M | +2.4% | +4.9% | -2.5% | +3.2% |
| 6M | +36.4% | -17.1% | +53.5% | +37.7% |
| YTD | +23.8% | -3.9% | +27.7% | +24.3% |
| 1Y | +48.6% | -13.3% | +61.9% | +51.2% |
| All | +48.6% | -13.1% | +61.7% | +51.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling