+17.7%
MS vs TDY
+24.0%
-6.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +5.1% | +4.1% | +1.0% | +3.5% |
| 30D | +5.7% | +5.7% | 0.0% | +3.3% |
| 3M | -12.2% | -4.4% | -7.7% | -11.0% |
| 6M | -0.5% | +1.2% | -1.7% | -1.5% |
| YTD | +9.8% | +26.0% | -16.2% | +0.8% |
| 1Y | +17.7% | +27.4% | -9.6% | +7.6% |
| All | +17.7% | +24.0% | -6.3% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling