+975.1%
MSI vs TD
+7,879.0%
-6,903.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.2% |
| 7D | -3.7% | +0.3% | -4.0% | -3.9% |
| 30D | +6.8% | +0.4% | +6.4% | +6.4% |
| 3M | +14.3% | +7.6% | +6.7% | +9.3% |
| 6M | -1.6% | +25.0% | -26.6% | -13.4% |
| YTD | +22.8% | +31.0% | -8.2% | +5.1% |
| 1Y | -1.1% | +65.2% | -66.3% | -25.5% |
| 3Y | +70.5% | +122.5% | -52.0% | +6.6% |
| 5Y | +102.8% | +124.8% | -22.0% | +23.8% |
| 10Y | +597.4% | +298.2% | +299.2% | +198.6% |
| All | +975.1% | +7,879.0% | -6,903.9% | +12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling