+810.2%
MS vs TT
+912.5%
-102.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | -0.3% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | -0.3% | -7.2% | +6.9% | +4.3% |
| 3M | +0.3% | -3.0% | +3.3% | +1.6% |
| 6M | +31.3% | +1.4% | +30.0% | +28.6% |
| YTD | +24.7% | +15.9% | +8.8% | +11.4% |
| 1Y | +47.9% | +9.4% | +38.5% | +36.2% |
| 3Y | +178.3% | +124.4% | +54.0% | +53.3% |
| 5Y | +144.9% | +138.0% | +6.9% | +26.1% |
| All | +810.2% | +912.5% | -102.3% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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