+553.7%
MS vs TRI
+222.0%
+331.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +0.8% | -1.6% | +2.4% | +1.2% |
| 30D | -0.7% | +5.0% | -5.7% | -3.2% |
| 3M | -12.4% | +4.6% | -16.9% | -15.2% |
| 6M | -1.7% | +18.3% | -20.0% | -11.9% |
| YTD | +8.0% | -14.7% | +22.8% | +11.5% |
| 1Y | +16.2% | -16.7% | +32.9% | +21.3% |
| 3Y | +171.3% | -11.3% | +182.6% | +157.0% |
| 5Y | +124.8% | -0.6% | +125.3% | +93.6% |
| 10Y | +553.7% | +220.2% | +333.4% | +209.2% |
| All | +553.7% | +222.0% | +331.6% | +209.2% |
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