+95.9%
MSI vs TPG
+74.1%
+21.8%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.2% |
| 7D | -0.4% | -9.4% | +9.0% | +1.3% |
| 30D | -0.8% | -5.3% | +4.5% | 0.0% |
| 3M | +13.9% | +12.9% | +1.0% | +11.1% |
| 6M | +1.3% | +20.1% | -18.7% | -2.6% |
| YTD | +22.3% | -22.5% | +44.8% | +27.1% |
| 1Y | -3.9% | -19.7% | +15.8% | -1.1% |
| 3Y | +69.9% | +81.2% | -11.3% | +39.4% |
| All | +95.9% | +74.1% | +21.8% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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