+5,528.0%
MS vs TMO
+5,882.4%
-354.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +5.1% | +0.8% | +4.3% | +4.6% |
| 30D | +5.7% | +4.0% | +1.7% | +3.1% |
| 3M | -12.2% | +17.6% | -29.8% | -21.0% |
| 6M | -0.5% | +57.3% | -57.8% | -26.3% |
| YTD | +9.8% | +21.2% | -11.4% | -5.2% |
| 1Y | +17.7% | +21.1% | -3.4% | +1.6% |
| 3Y | +176.8% | +58.8% | +118.0% | +93.1% |
| 5Y | +123.7% | +11.8% | +111.9% | +89.1% |
| 10Y | +556.3% | +376.2% | +180.1% | +98.6% |
| All | +5,528.0% | +5,882.4% | -354.4% | +384.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling