+351.2%
MS vs TE
-80.5%
+431.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.1% |
| 7D | +5.1% | -19.1% | +24.1% | +7.1% |
| 30D | +5.7% | -34.1% | +39.8% | +9.3% |
| 3M | -12.2% | -60.1% | +48.0% | -5.2% |
| 6M | -0.5% | -66.0% | +65.5% | +6.5% |
| YTD | +9.8% | -71.4% | +81.2% | +17.0% |
| 1Y | +17.7% | -45.3% | +63.0% | +16.9% |
| 3Y | +176.8% | +9.1% | +167.7% | +128.2% |
| 5Y | +123.7% | -82.6% | +206.3% | +111.0% |
| All | +351.2% | -80.5% | +431.7% | +321.4% |
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