+316.1%
MSI vs TW
+301.3%
+14.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | -0.1% |
| 7D | +3.2% | +3.9% | -0.7% | +2.1% |
| 30D | +17.6% | +19.9% | -2.3% | +11.5% |
| 3M | +14.5% | +25.9% | -11.4% | +6.9% |
| 6M | +34.3% | +21.1% | +13.1% | +26.1% |
| YTD | +39.7% | +23.9% | +15.8% | +29.6% |
| 1Y | +40.2% | +21.2% | +18.9% | +30.8% |
| 3Y | +77.1% | +44.8% | +32.4% | +52.6% |
| 5Y | +124.0% | +41.4% | +82.6% | +90.5% |
| All | +316.1% | +301.3% | +14.7% | +164.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling