+182.7%
MS vs TMO
+18.6%
+164.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -0.6% |
| 7D | +1.7% | -0.5% | +2.1% | +1.8% |
| 30D | 0.0% | +1.0% | -1.0% | -0.4% |
| 3M | +3.0% | +22.7% | -19.7% | -4.4% |
| 6M | +35.7% | +19.0% | +16.7% | +26.9% |
| YTD | +23.3% | +4.7% | +18.6% | +20.9% |
| 1Y | +44.7% | +26.0% | +18.7% | +31.8% |
| All | +182.7% | +18.6% | +164.0% | +152.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling