+537.0%
MS vs TRU
+182.8%
+354.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.5% | -0.3% |
| 7D | +3.7% | -2.2% | +5.9% | +4.6% |
| 30D | +2.0% | +20.2% | -18.2% | -6.2% |
| 3M | -12.6% | +2.2% | -14.8% | -14.5% |
| 6M | -0.3% | +17.6% | -17.8% | -9.6% |
| YTD | +9.0% | -5.0% | +13.9% | +7.0% |
| 1Y | +13.9% | -1.0% | +14.8% | +9.5% |
| 3Y | +173.6% | +56.5% | +117.1% | +101.1% |
| 5Y | +122.0% | -26.2% | +148.2% | +128.5% |
| All | +537.0% | +182.8% | +354.2% | +289.6% |
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