+773.9%
MS vs TDY
+472.2%
+301.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.5% | -1.4% |
| 7D | -2.1% | -1.9% | -0.2% | -0.9% |
| 30D | -1.1% | -12.5% | +11.4% | +7.3% |
| 3M | +3.5% | -0.8% | +4.3% | +3.6% |
| 6M | +33.7% | -9.0% | +42.7% | +40.6% |
| YTD | +21.8% | +16.8% | +5.0% | +8.5% |
| 1Y | +41.1% | +9.5% | +31.7% | +30.5% |
| 3Y | +174.5% | +45.4% | +129.1% | +109.6% |
| 5Y | +140.7% | +37.8% | +102.8% | +86.3% |
| All | +773.9% | +472.2% | +301.7% | +167.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling