+655.4%
MS vs TRU
+238.0%
+417.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.9% | +6.2% | +2.8% |
| 7D | +1.4% | -6.8% | +8.1% | +4.3% |
| 30D | -0.3% | 0.0% | -0.3% | -0.6% |
| 3M | +0.3% | +13.3% | -13.0% | -6.7% |
| 6M | +31.3% | +3.4% | +27.9% | +26.5% |
| YTD | +24.7% | -6.4% | +31.0% | +24.3% |
| 1Y | +47.9% | -9.7% | +57.6% | +48.5% |
| 3Y | +178.3% | +0.1% | +178.2% | +151.3% |
| 5Y | +144.9% | -34.0% | +178.9% | +167.7% |
| 10Y | +804.5% | +147.9% | +656.7% | +399.2% |
| All | +655.4% | +238.0% | +417.4% | +272.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling