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Relative portfolio attribution - PowerPoint PPT Presentation

Money weighted rate of return (MWR) versus Time weighted rate of return or (TWR)

Money weighted rate of return (MWR) versus Time weighted rate of return or (TWR). Wolfgang Marty Stockholm 21st of June 2009. Contents . One period return 2. Time weighted rate of return (TWR) 3. Money weighted rate of return (MWR) 4. An Example . One period return.

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Relative portfolio attribution - PowerPoint PPT Presentation

Money weighted rate of return (MWR) versus Time weighted rate of return or (TWR)