+319.2%
MSI vs TW
+294.9%
+24.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.7% | +1.3% |
| 7D | +7.7% | +2.8% | +4.8% | +6.8% |
| 30D | +19.9% | +18.1% | +1.9% | +14.3% |
| 3M | +14.9% | +25.2% | -10.3% | +7.5% |
| 6M | +37.2% | +19.1% | +18.1% | +29.6% |
| YTD | +40.8% | +21.9% | +18.9% | +31.2% |
| 1Y | +38.1% | +18.9% | +19.2% | +29.6% |
| 3Y | +77.7% | +41.7% | +36.0% | +54.1% |
| 5Y | +129.0% | +40.4% | +88.6% | +95.1% |
| All | +319.2% | +294.9% | +24.4% | +167.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling