+794.2%
MS vs TRI
+190.0%
+604.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | +1.7% |
| 7D | +2.5% | -7.1% | +9.6% | +5.0% |
| 30D | 0.0% | -2.3% | +2.3% | +0.2% |
| 3M | +2.4% | +19.6% | -17.1% | -7.3% |
| 6M | +36.4% | -8.7% | +45.1% | +37.3% |
| YTD | +23.8% | -22.3% | +46.1% | +33.6% |
| 1Y | +48.6% | -40.7% | +89.3% | +85.1% |
| 3Y | +179.1% | -17.8% | +196.9% | +173.3% |
| 5Y | +144.8% | -8.5% | +153.3% | +118.7% |
| 10Y | +794.2% | +192.6% | +601.6% | +308.0% |
| All | +794.2% | +190.0% | +604.2% | +308.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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