+114.0%
MS vs TT
+128.8%
-14.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.4% | -1.5% | -3.8% |
| 7D | -3.4% | -9.0% | +5.6% | +1.1% |
| 30D | -3.9% | -17.6% | +13.7% | +5.4% |
| 3M | -15.9% | -18.7% | +2.8% | -7.3% |
| 6M | -2.5% | -17.4% | +14.9% | +6.2% |
| YTD | +5.1% | +1.5% | +3.6% | +2.2% |
| 1Y | +13.0% | -9.4% | +22.3% | +16.4% |
| 3Y | +160.7% | +85.1% | +75.6% | +77.3% |
| 5Y | +114.0% | +125.7% | -11.7% | +15.7% |
| All | +114.0% | +128.8% | -14.7% | +15.7% |
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