+78.5%
MSI vs TW
+41.7%
+36.7%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.7% | +1.4% |
| 7D | +7.7% | +2.8% | +4.8% | +7.2% |
| 30D | +19.9% | +18.1% | +1.9% | +16.5% |
| 3M | +14.9% | +25.2% | -10.3% | +10.5% |
| 6M | +37.2% | +19.1% | +18.1% | +32.9% |
| YTD | +40.8% | +21.9% | +18.9% | +35.2% |
| 1Y | +38.1% | +18.9% | +19.2% | +33.3% |
| All | +78.5% | +41.7% | +36.7% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling