+144.8%
MS vs TMO
+7.5%
+137.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | 0.0% |
| 7D | +2.5% | +0.4% | +2.0% | +2.3% |
| 30D | 0.0% | +1.5% | -1.6% | -0.8% |
| 3M | +2.4% | +28.5% | -26.1% | -7.9% |
| 6M | +36.4% | +20.4% | +16.0% | +25.5% |
| YTD | +23.8% | +4.3% | +19.5% | +20.7% |
| 1Y | +48.6% | +24.1% | +24.5% | +34.0% |
| 3Y | +179.1% | +17.5% | +161.7% | +151.9% |
| 5Y | +144.8% | +6.8% | +138.0% | +119.1% |
| All | +144.8% | +7.5% | +137.3% | +119.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling