+145.1%
MS vs TE
-47.8%
+192.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.1% | +0.1% |
| 7D | +1.4% | -4.0% | +5.3% | +1.7% |
| 30D | -0.3% | -15.9% | +15.7% | +1.1% |
| 3M | +0.3% | -60.5% | +60.8% | +7.8% |
| 6M | +31.3% | -35.2% | +66.5% | +32.1% |
| YTD | +24.7% | -31.1% | +55.8% | +23.2% |
| 1Y | +47.9% | +148.6% | -100.7% | +24.4% |
| 3Y | +178.3% | -26.4% | +204.7% | +141.7% |
| All | +145.1% | -47.8% | +192.9% | +102.0% |
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