+112.4%
MS vs TT
+129.2%
-16.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -1.7% |
| 7D | -1.6% | -2.0% | +0.5% | -0.6% |
| 30D | -3.8% | -14.0% | +10.2% | +3.3% |
| 3M | -14.6% | -15.9% | +1.3% | -7.4% |
| 6M | -5.1% | -17.3% | +12.3% | +3.3% |
| YTD | +4.5% | +4.0% | +0.6% | +0.4% |
| 1Y | +13.5% | -7.1% | +20.7% | +15.5% |
| 3Y | +160.4% | +90.2% | +70.2% | +74.6% |
| All | +112.4% | +129.2% | -16.8% | +13.9% |
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