+145.1%
MS vs TRGP
+621.9%
-476.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | +1.4% | +0.8% | +0.6% | +1.1% |
| 30D | -0.3% | +11.5% | -11.8% | -4.7% |
| 3M | +0.3% | +9.0% | -8.7% | -3.7% |
| 6M | +31.3% | +20.5% | +10.8% | +20.3% |
| YTD | +24.7% | +59.5% | -34.9% | +1.2% |
| 1Y | +47.9% | +77.9% | -30.0% | +13.8% |
| 3Y | +178.3% | +253.6% | -75.2% | +61.3% |
| All | +145.1% | +621.9% | -476.8% | -1.3% |
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