+100.0%
MSI vs TW
+20.0%
+79.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -4.0% | -0.5% | -3.5% | -3.9% |
| 30D | -0.5% | -0.6% | +0.2% | -0.4% |
| 3M | +11.4% | +3.4% | +8.0% | +9.9% |
| 6M | +1.0% | -18.4% | +19.4% | +6.1% |
| YTD | +20.7% | -3.9% | +24.6% | +20.6% |
| 1Y | -2.7% | -13.3% | +10.6% | +0.2% |
| 3Y | +68.2% | +20.8% | +47.4% | +51.0% |
| 5Y | +100.0% | +20.3% | +79.7% | +81.9% |
| All | +100.0% | +20.0% | +79.9% | +81.9% |
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 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