+160.4%
MS vs TLN
+538.9%
-378.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.1% | -7.6% | -2.0% |
| 7D | -1.6% | -1.3% | -0.2% | -1.6% |
| 30D | -3.8% | -10.5% | +6.7% | -2.0% |
| 3M | -14.6% | +0.1% | -14.7% | -15.4% |
| 6M | -5.1% | -17.4% | +12.3% | -2.8% |
| YTD | +4.5% | -9.7% | +14.2% | +4.1% |
| 1Y | +13.5% | -12.3% | +25.8% | +13.4% |
| 3Y | +160.4% | +528.3% | -367.9% | +63.7% |
| All | +160.4% | +538.9% | -378.5% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling