+794.2%
MS vs TRU
+138.6%
+655.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +0.5% |
| 7D | +2.5% | -7.2% | +9.7% | +5.6% |
| 30D | 0.0% | -2.8% | +2.8% | +0.8% |
| 3M | +2.4% | +13.0% | -10.6% | -4.5% |
| 6M | +36.4% | +0.7% | +35.7% | +33.0% |
| YTD | +23.8% | -9.0% | +32.8% | +25.0% |
| 1Y | +48.6% | -16.3% | +64.9% | +54.5% |
| 3Y | +179.1% | -1.1% | +180.2% | +154.0% |
| 5Y | +144.8% | -36.0% | +180.8% | +172.9% |
| 10Y | +794.2% | +139.9% | +654.3% | +517.1% |
| All | +794.2% | +138.6% | +655.6% | +517.1% |
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