+408.7%
MS vs TE
-48.3%
+456.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.0% | -10.7% | -1.6% |
| 7D | +2.5% | +18.2% | -15.8% | +0.8% |
| 30D | 0.0% | -13.5% | +13.5% | +1.0% |
| 3M | +2.4% | -44.6% | +47.0% | +6.6% |
| 6M | +36.4% | -24.7% | +61.1% | +35.2% |
| YTD | +23.8% | -24.3% | +48.1% | +21.4% |
| 1Y | +48.6% | +155.6% | -106.9% | +25.7% |
| 3Y | +179.1% | -18.3% | +197.4% | +139.1% |
| 5Y | +144.8% | -41.3% | +186.1% | +110.5% |
| All | +408.7% | -48.3% | +456.9% | +336.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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