+176.8%
MS vs TW
+44.1%
+132.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.7% |
| 7D | +5.1% | +3.9% | +1.2% | +4.8% |
| 30D | +5.7% | +19.9% | -14.3% | +4.3% |
| 3M | -12.2% | +25.9% | -38.1% | -13.7% |
| 6M | -0.5% | +21.1% | -21.6% | -1.6% |
| YTD | +9.8% | +23.9% | -14.1% | +7.5% |
| 1Y | +17.7% | +21.2% | -3.5% | +15.7% |
| 3Y | +176.8% | +44.8% | +132.0% | +188.6% |
| All | +176.8% | +44.1% | +132.8% | +188.6% |
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