+545.7%
MS vs WTW
+214.6%
+331.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.5% | -0.7% |
| 7D | +0.8% | +1.6% | -0.8% | -0.1% |
| 30D | -0.7% | +12.4% | -13.1% | -7.0% |
| 3M | -12.4% | -2.6% | -9.7% | -11.6% |
| 6M | -1.7% | +30.8% | -32.5% | -17.1% |
| YTD | +8.0% | +2.3% | +5.7% | +3.3% |
| 1Y | +16.2% | +4.9% | +11.4% | +9.3% |
| 3Y | +171.3% | +43.9% | +127.4% | +103.2% |
| 5Y | +124.8% | +53.8% | +70.9% | +57.0% |
| All | +545.7% | +214.6% | +331.0% | +190.6% |
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