+160.4%
MS vs TRU
+65.0%
+95.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | 0.0% |
| 7D | -1.6% | +5.7% | -7.3% | -3.1% |
| 30D | -3.8% | +29.2% | -33.0% | -11.2% |
| 3M | -14.6% | +2.7% | -17.3% | -15.9% |
| 6M | -5.1% | +15.2% | -20.3% | -10.9% |
| YTD | +4.5% | -4.9% | +9.4% | +3.9% |
| 1Y | +13.5% | +3.4% | +10.1% | +9.2% |
| 3Y | +160.4% | +63.2% | +97.2% | +119.4% |
| All | +160.4% | +65.0% | +95.4% | +119.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling