+773.9%
MS vs WTW
+197.9%
+576.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.5% |
| 7D | -2.1% | -7.8% | +5.7% | +2.3% |
| 30D | -1.1% | -7.9% | +6.8% | +3.2% |
| 3M | +3.5% | +19.9% | -16.5% | -7.7% |
| 6M | +33.7% | +9.8% | +23.9% | +24.0% |
| YTD | +21.8% | -3.3% | +25.1% | +20.5% |
| 1Y | +41.1% | -3.3% | +44.4% | +39.0% |
| 3Y | +174.5% | +61.5% | +113.0% | +88.8% |
| 5Y | +140.7% | +42.6% | +98.1% | +76.5% |
| All | +773.9% | +197.9% | +576.1% | +305.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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