+179.1%
MS vs WTW
+65.4%
+113.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.1% |
| 7D | +2.5% | -2.7% | +5.2% | +3.0% |
| 30D | 0.0% | -5.6% | +5.6% | +1.1% |
| 3M | +2.4% | +26.5% | -24.1% | -3.2% |
| 6M | +36.4% | +8.1% | +28.3% | +34.1% |
| YTD | +23.8% | -0.3% | +24.1% | +24.2% |
| 1Y | +48.6% | -0.9% | +49.5% | +49.0% |
| 3Y | +179.1% | +66.6% | +112.5% | +145.6% |
| All | +179.1% | +65.4% | +113.8% | +145.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling