+1,132.6%
MSI vs TD
+8,109.5%
-6,976.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | +7.7% | -3.1% | +10.8% | +9.3% |
| 30D | +19.9% | +6.7% | +13.2% | +15.6% |
| 3M | +14.9% | +3.1% | +11.8% | +12.5% |
| 6M | +37.2% | +17.6% | +19.6% | +24.7% |
| YTD | +40.8% | +34.8% | +6.0% | +18.3% |
| 1Y | +38.1% | +55.6% | -17.5% | +7.3% |
| 3Y | +77.7% | +133.1% | -55.4% | +8.2% |
| 5Y | +129.0% | +104.7% | +24.4% | +47.3% |
| 10Y | +671.3% | +303.6% | +367.7% | +227.4% |
| All | +1,132.6% | +8,109.5% | -6,976.9% | +26.1% |
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