+264.2%
MSI vs TW
+206.7%
+57.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -0.4% | -4.5% | +4.1% | +0.9% |
| 30D | -0.8% | -2.3% | +1.5% | -0.2% |
| 3M | +13.9% | +2.6% | +11.3% | +12.5% |
| 6M | +1.3% | -17.5% | +18.9% | +6.5% |
| YTD | +22.3% | -5.3% | +27.6% | +22.7% |
| 1Y | -3.9% | -14.8% | +10.9% | -0.5% |
| 3Y | +69.9% | +18.8% | +51.0% | +54.4% |
| 5Y | +103.8% | +20.7% | +83.1% | +80.7% |
| All | +264.2% | +206.7% | +57.5% | +150.2% |
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