+742.0%
MS vs TRI
+604.8%
+137.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.7% | +4.1% | +2.9% |
| 7D | -1.6% | -4.8% | +3.3% | +1.1% |
| 30D | -3.8% | +13.4% | -17.2% | -14.1% |
| 3M | -14.6% | +13.1% | -27.7% | -25.7% |
| 6M | -5.1% | +24.4% | -29.5% | -28.9% |
| YTD | +4.5% | -11.4% | +16.0% | -1.8% |
| 1Y | +13.5% | -15.6% | +29.1% | +11.0% |
| 3Y | +160.4% | -6.5% | +166.9% | +114.3% |
| 5Y | +112.9% | +5.3% | +107.6% | +52.0% |
| 10Y | +633.4% | +239.9% | +393.5% | +52.1% |
| All | +742.0% | +604.8% | +137.2% | -24.0% |
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 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