+904.2%
MS vs TRI
+561.6%
+342.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.4% | +5.7% | +4.4% |
| 7D | +1.4% | -0.5% | +1.9% | +1.4% |
| 30D | -0.3% | +7.9% | -8.1% | -7.1% |
| 3M | +0.3% | +24.1% | -23.8% | -20.4% |
| 6M | +31.3% | +3.8% | +27.5% | +15.0% |
| YTD | +24.7% | -16.9% | +41.5% | +27.0% |
| 1Y | +47.9% | -38.4% | +86.3% | +94.0% |
| 3Y | +178.3% | -12.2% | +190.5% | +148.1% |
| 5Y | +144.9% | -1.8% | +146.7% | +89.8% |
| 10Y | +804.5% | +207.6% | +596.9% | +110.8% |
| All | +904.2% | +561.6% | +342.6% | -1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling