+553.7%
MS vs TRU
+174.2%
+379.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.7% |
| 7D | +0.8% | +4.6% | -3.8% | -1.0% |
| 30D | -0.7% | +25.4% | -26.1% | -10.3% |
| 3M | -12.4% | +4.0% | -16.3% | -14.9% |
| 6M | -1.7% | +14.5% | -16.2% | -9.8% |
| YTD | +8.0% | -3.7% | +11.8% | +5.5% |
| 1Y | +16.2% | +2.8% | +13.4% | +9.9% |
| 3Y | +171.3% | +58.5% | +112.8% | +98.4% |
| 5Y | +124.8% | -25.0% | +149.8% | +129.6% |
| 10Y | +553.7% | +186.0% | +367.7% | +300.3% |
| All | +553.7% | +174.2% | +379.5% | +300.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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