+123.7%
MSI vs TRGP
+500.4%
-376.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.2% |
| 7D | +2.6% | +9.0% | -6.4% | +0.8% |
| 30D | +18.1% | +1.5% | +16.6% | +17.5% |
| 3M | +13.2% | +10.7% | +2.5% | +10.4% |
| 6M | +36.3% | +17.1% | +19.1% | +30.8% |
| YTD | +39.5% | +63.6% | -24.1% | +24.3% |
| 1Y | +36.9% | +77.0% | -40.1% | +19.8% |
| 3Y | +76.1% | +273.2% | -197.1% | +27.1% |
| 5Y | +123.7% | +508.6% | -384.9% | +36.1% |
| All | +123.7% | +500.4% | -376.7% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling