+122.0%
MS vs TE
-82.7%
+204.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.5% | +6.8% | 0.0% |
| 7D | +3.7% | -13.6% | +17.3% | +5.1% |
| 30D | +2.0% | -37.7% | +39.6% | +6.2% |
| 3M | -12.6% | -59.8% | +47.2% | -5.4% |
| 6M | -0.3% | -66.3% | +66.1% | +7.1% |
| YTD | +9.0% | -70.5% | +79.5% | +16.0% |
| 1Y | +13.9% | -48.8% | +62.7% | +13.6% |
| 3Y | +173.6% | +31.3% | +142.3% | +117.1% |
| 5Y | +122.0% | -82.0% | +204.0% | +108.5% |
| All | +122.0% | -82.7% | +204.7% | +108.5% |
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