+654.4%
MS vs TDY
+7,137.3%
-6,482.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +1.4% | -1.8% | +3.2% | +2.2% |
| 30D | -0.3% | -10.7% | +10.4% | +4.9% |
| 3M | +0.3% | -1.3% | +1.6% | +0.7% |
| 6M | +31.3% | -10.6% | +41.9% | +37.5% |
| YTD | +24.7% | +19.6% | +5.1% | +14.0% |
| 1Y | +47.9% | +11.6% | +36.3% | +39.1% |
| 3Y | +178.3% | +45.2% | +133.1% | +131.9% |
| 5Y | +144.9% | +36.1% | +108.8% | +108.3% |
| 10Y | +804.5% | +458.8% | +345.7% | +318.0% |
| All | +654.4% | +7,137.3% | -6,482.9% | +117.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling