+68.7%
MSI vs TW
+20.9%
+47.8%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.6% |
| 7D | -5.8% | -3.5% | -2.3% | -5.2% |
| 30D | -1.0% | +0.5% | -1.5% | -1.1% |
| 3M | +14.2% | +4.9% | +9.2% | +12.9% |
| 6M | +1.0% | -17.1% | +18.2% | +4.2% |
| YTD | +21.5% | -3.9% | +25.3% | +21.6% |
| 1Y | -2.1% | -13.3% | +11.1% | +0.2% |
| All | +68.7% | +20.9% | +47.8% | +65.9% |
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