+145.1%
MS vs TT
+140.2%
+4.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | 0.0% |
| 7D | +1.4% | -0.2% | +1.6% | +1.5% |
| 30D | -0.3% | -7.4% | +7.1% | +3.5% |
| 3M | +0.3% | -3.2% | +3.5% | +1.5% |
| 6M | +31.3% | +1.1% | +30.2% | +29.4% |
| YTD | +24.7% | +15.6% | +9.0% | +14.1% |
| 1Y | +47.9% | +9.2% | +38.7% | +38.8% |
| 3Y | +178.3% | +124.4% | +54.0% | +72.0% |
| All | +145.1% | +140.2% | +4.9% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling