+100.0%
MSI vs TD
+123.1%
-23.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.3% |
| 7D | -4.0% | -1.9% | -2.1% | -3.4% |
| 30D | -0.5% | -1.6% | +1.1% | -0.1% |
| 3M | +11.4% | +4.6% | +6.8% | +9.5% |
| 6M | +1.0% | +26.8% | -25.8% | -6.8% |
| YTD | +20.7% | +28.3% | -7.7% | +10.8% |
| 1Y | -2.7% | +60.4% | -63.1% | -17.1% |
| 3Y | +68.2% | +125.7% | -57.5% | +24.8% |
| 5Y | +100.0% | +122.4% | -22.4% | +49.2% |
| All | +100.0% | +123.1% | -23.1% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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