+72.2%
MSFU vs TW
+56.4%
+15.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -1.3% |
| 7D | -3.2% | -3.5% | +0.3% | -2.0% |
| 30D | -3.1% | +0.5% | -3.6% | -3.2% |
| 3M | +35.3% | +4.9% | +30.3% | +30.8% |
| 6M | +31.6% | -17.1% | +48.7% | +39.7% |
| YTD | -9.5% | -3.9% | -5.7% | -9.8% |
| 1Y | -18.4% | -13.3% | -5.2% | -15.1% |
| 3Y | +26.9% | +20.9% | +6.0% | +5.9% |
| All | +72.2% | +56.4% | +15.9% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling