+124.8%
MS vs TPR
+268.5%
-143.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.3% |
| 7D | +0.8% | +12.1% | -11.3% | -2.9% |
| 30D | -0.7% | +16.7% | -17.4% | -5.7% |
| 3M | -12.4% | -17.4% | +5.0% | -7.9% |
| 6M | -1.7% | +2.3% | -4.0% | -4.3% |
| YTD | +8.0% | +7.1% | +0.9% | +2.9% |
| 1Y | +16.2% | +29.5% | -13.3% | +3.5% |
| 3Y | +171.3% | +415.0% | -243.8% | +41.6% |
| 5Y | +124.8% | +261.5% | -136.7% | +29.8% |
| All | +124.8% | +268.5% | -143.7% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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