+20.9%
MS vs TMO
+26.9%
-6.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +4.0% |
| 7D | +2.6% | +0.3% | +2.4% | +2.6% |
| 30D | +2.6% | +4.3% | -1.7% | +1.7% |
| 3M | -10.1% | +25.1% | -35.2% | -14.4% |
| 6M | +4.4% | +52.9% | -48.6% | -7.1% |
| YTD | +11.7% | +22.2% | -10.5% | +9.3% |
| 1Y | +20.9% | +25.4% | -4.4% | +16.9% |
| All | +20.9% | +26.9% | -6.0% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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