+143.2%
MS vs TDY
+33.5%
+109.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.5% |
| 7D | +1.7% | -1.8% | +3.5% | +2.7% |
| 30D | 0.0% | -13.8% | +13.8% | +8.5% |
| 3M | +3.0% | -3.9% | +6.9% | +4.9% |
| 6M | +35.7% | -9.0% | +44.7% | +42.0% |
| YTD | +23.3% | +16.5% | +6.8% | +11.0% |
| 1Y | +44.7% | +9.3% | +35.4% | +34.7% |
| 3Y | +178.0% | +45.1% | +132.9% | +117.7% |
| 5Y | +143.2% | +35.0% | +108.2% | +92.1% |
| All | +143.2% | +33.5% | +109.7% | +92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling