+103.9%
MSFU vs TW
+94.7%
+9.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.0% | +5.3% |
| 7D | +14.6% | +3.4% | +11.2% | +13.4% |
| 30D | +2.1% | +15.5% | -13.3% | -2.7% |
| 3M | +14.7% | +25.1% | -10.5% | +6.4% |
| 6M | +55.7% | +18.2% | +37.5% | +45.4% |
| YTD | +7.1% | +19.7% | -12.6% | -0.8% |
| 1Y | -0.5% | +18.1% | -18.6% | -7.4% |
| 3Y | +35.7% | +40.5% | -4.8% | +9.7% |
| All | +103.9% | +94.7% | +9.2% | +23.4% |
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