+342.8%
MS vs TE
-76.6%
+419.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.0% | +6.1% | +3.4% |
| 7D | +0.7% | -10.5% | +11.3% | +1.6% |
| 30D | -0.9% | -32.4% | +31.5% | +2.3% |
| 3M | -13.0% | -60.9% | +47.9% | -6.0% |
| 6M | -2.0% | -62.8% | +60.8% | +4.2% |
| YTD | +7.8% | -65.7% | +73.5% | +13.0% |
| 1Y | +17.9% | -39.9% | +57.7% | +15.7% |
| 3Y | +174.8% | +10.6% | +164.2% | +125.3% |
| 5Y | +119.9% | -79.7% | +199.5% | +104.2% |
| All | +342.8% | -76.6% | +419.4% | +306.9% |
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