+508.1%
MS vs TW
+221.1%
+287.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | 0.0% |
| 7D | +1.4% | -2.3% | +3.7% | +2.1% |
| 30D | -0.3% | +3.9% | -4.2% | -1.4% |
| 3M | +0.3% | +5.7% | -5.4% | -2.3% |
| 6M | +31.3% | -14.5% | +45.9% | +36.4% |
| YTD | +24.7% | -0.9% | +25.5% | +22.6% |
| 1Y | +47.9% | -13.5% | +61.4% | +52.2% |
| 3Y | +178.3% | +25.0% | +153.4% | +145.7% |
| 5Y | +144.9% | +22.7% | +122.2% | +111.8% |
| All | +508.1% | +221.1% | +287.0% | +278.8% |
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