+176.8%
MS vs TE
+22.4%
+154.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +1.4% |
| 7D | -1.7% | -22.0% | +20.2% | +0.4% |
| 30D | +0.9% | -33.6% | +34.6% | +4.2% |
| 3M | -10.8% | -61.1% | +50.2% | -3.9% |
| 6M | +0.9% | -64.7% | +65.6% | +7.4% |
| YTD | +9.8% | -68.1% | +77.9% | +15.7% |
| 1Y | +17.1% | -51.7% | +68.8% | +17.6% |
| All | +176.8% | +22.4% | +154.4% | +127.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling