+6,288.2%
MS vs TMO
+5,139.8%
+1,148.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.7% |
| 7D | +1.4% | -1.4% | +2.7% | +2.2% |
| 30D | -0.3% | +6.2% | -6.5% | -4.1% |
| 3M | +0.3% | +27.5% | -27.2% | -14.9% |
| 6M | +31.3% | +20.0% | +11.4% | +14.7% |
| YTD | +24.7% | +6.1% | +18.5% | +17.2% |
| 1Y | +47.9% | +25.8% | +22.1% | +23.7% |
| 3Y | +178.3% | +11.2% | +167.1% | +143.4% |
| 5Y | +144.9% | +9.6% | +135.3% | +108.6% |
| 10Y | +804.5% | +317.8% | +486.8% | +197.2% |
| All | +6,288.2% | +5,139.8% | +1,148.4% | +499.4% |
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