+67.6%
MSI vs TRGP
+261.7%
-194.1%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -4.0% | -0.7% | -3.3% | -3.9% |
| 30D | -0.5% | +9.5% | -9.9% | -2.1% |
| 3M | +11.4% | +10.8% | +0.6% | +9.1% |
| 6M | +1.0% | +25.3% | -24.4% | -3.4% |
| YTD | +20.7% | +60.3% | -39.6% | +10.5% |
| 1Y | -2.7% | +84.6% | -87.2% | -13.4% |
| All | +67.6% | +261.7% | -194.1% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 3y: compounded portfolio wealth divided by compounded TRGP 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…
3y analysis · Full analysis span regression · 6 months rolling