+122.9%
MS vs TRGP
+504.4%
-381.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.7% |
| 7D | +5.1% | +12.4% | -7.3% | +0.8% |
| 30D | +5.7% | +2.6% | +3.1% | +4.2% |
| 3M | -12.2% | +11.9% | -24.0% | -16.4% |
| 6M | -0.5% | +13.9% | -14.4% | -6.7% |
| YTD | +9.8% | +64.2% | -54.4% | -12.3% |
| 1Y | +17.7% | +78.5% | -60.8% | -9.4% |
| 3Y | +176.8% | +272.9% | -96.1% | +56.5% |
| All | +122.9% | +504.4% | -381.5% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling