+329.4%
MS vs TE
-75.9%
+405.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.1% | -0.9% |
| 7D | -1.6% | -12.6% | +11.0% | -0.5% |
| 30D | -3.8% | -36.7% | +33.0% | 0.0% |
| 3M | -14.6% | -57.5% | +42.9% | -8.4% |
| 6M | -5.1% | -55.2% | +50.1% | -1.0% |
| YTD | +4.5% | -64.7% | +69.2% | +9.3% |
| 1Y | +13.5% | -35.9% | +49.4% | +10.8% |
| 3Y | +160.4% | -31.8% | +192.2% | +123.2% |
| 5Y | +112.9% | -79.4% | +192.3% | +97.3% |
| All | +329.4% | -75.9% | +405.3% | +293.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling