+47.9%
MS vs TLN
-17.2%
+65.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.5% | -0.5% |
| 7D | +1.4% | +7.1% | -5.7% | 0.0% |
| 30D | -0.3% | -3.9% | +3.6% | +0.2% |
| 3M | +0.3% | -16.2% | +16.5% | +3.2% |
| 6M | +31.3% | -5.8% | +37.2% | +31.1% |
| YTD | +24.7% | -15.4% | +40.1% | +27.0% |
| 1Y | +47.9% | -16.7% | +64.6% | +53.7% |
| All | +47.9% | -17.2% | +65.1% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling