+914.8%
MS vs TRGP
+2,035.2%
-1,120.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.1% | +0.2% |
| 7D | -1.6% | -16.0% | +14.4% | +3.5% |
| 30D | -3.8% | -6.4% | +2.7% | -2.2% |
| 3M | -14.6% | -1.0% | -13.6% | -15.0% |
| 6M | -5.1% | +7.0% | -12.0% | -8.1% |
| YTD | +4.5% | +46.1% | -41.6% | -8.3% |
| 1Y | +13.5% | +58.7% | -45.1% | -3.0% |
| 3Y | +160.4% | +221.9% | -61.5% | +79.2% |
| 5Y | +112.9% | +419.9% | -307.0% | +25.4% |
| 10Y | +633.4% | +769.8% | -136.4% | +210.1% |
| All | +914.8% | +2,035.2% | -1,120.4% | +68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling