+160.4%
MS vs TT
+89.7%
+70.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -1.6% |
| 7D | -1.6% | -2.0% | +0.5% | -0.7% |
| 30D | -3.8% | -14.0% | +10.2% | +2.4% |
| 3M | -14.6% | -15.9% | +1.3% | -8.4% |
| 6M | -5.1% | -17.3% | +12.3% | +2.3% |
| YTD | +4.5% | +4.0% | +0.6% | +0.9% |
| 1Y | +13.5% | -7.1% | +20.7% | +15.6% |
| 3Y | +160.4% | +90.2% | +70.2% | +87.0% |
| All | +160.4% | +89.7% | +70.7% | +87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling