+578.8%
MS vs TRGP
+772.2%
-193.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.4% | -0.3% | +2.1% |
| 7D | +0.7% | -7.2% | +7.9% | +2.9% |
| 30D | -0.9% | -4.2% | +3.2% | 0.0% |
| 3M | -13.0% | +7.0% | -19.9% | -15.3% |
| 6M | -2.0% | +11.2% | -13.2% | -6.2% |
| YTD | +7.8% | +51.1% | -43.3% | -6.7% |
| 1Y | +17.9% | +62.0% | -44.2% | -0.2% |
| 3Y | +174.8% | +248.2% | -73.4% | +83.8% |
| 5Y | +119.9% | +432.4% | -312.5% | +27.9% |
| 10Y | +578.8% | +739.5% | -160.7% | +202.5% |
| All | +578.8% | +772.2% | -193.4% | +202.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 10y: compounded portfolio wealth divided by compounded TRGP 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…
10y analysis · Full analysis span regression · 6 months rolling