+434.1%
MS vs TPR
+7,380.8%
-6,946.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.4% | -2.3% | +3.7% | +2.4% |
| 30D | -0.3% | -23.0% | +22.7% | +10.9% |
| 3M | +0.3% | -12.5% | +12.8% | +4.7% |
| 6M | +31.3% | -21.4% | +52.8% | +42.8% |
| YTD | +24.7% | -3.5% | +28.2% | +22.6% |
| 1Y | +47.9% | +17.4% | +30.6% | +31.6% |
| 3Y | +178.3% | +291.3% | -112.9% | +33.8% |
| 5Y | +144.9% | +241.9% | -97.0% | +17.5% |
| 10Y | +804.5% | +322.7% | +481.9% | +221.5% |
| All | +434.1% | +7,380.8% | -6,946.6% | -42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling