+112.4%
MS vs TE
-79.6%
+192.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.1% | -0.9% |
| 7D | -1.6% | -12.6% | +11.0% | -0.4% |
| 30D | -3.8% | -36.7% | +33.0% | +0.1% |
| 3M | -14.6% | -57.5% | +42.9% | -8.2% |
| 6M | -5.1% | -55.2% | +50.1% | -0.9% |
| YTD | +4.5% | -64.7% | +69.2% | +9.4% |
| 1Y | +13.5% | -35.9% | +49.4% | +10.6% |
| 3Y | +160.4% | -31.8% | +192.2% | +121.8% |
| All | +112.4% | -79.6% | +192.1% | +97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling