+100.0%
MSI vs TRGP
+639.4%
-539.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -4.0% | -0.7% | -3.3% | -3.8% |
| 30D | -0.5% | +9.5% | -9.9% | -2.4% |
| 3M | +11.4% | +10.8% | +0.6% | +8.6% |
| 6M | +1.0% | +25.3% | -24.4% | -4.2% |
| YTD | +20.7% | +60.3% | -39.6% | +8.5% |
| 1Y | -2.7% | +84.6% | -87.2% | -15.4% |
| 3Y | +68.2% | +264.4% | -196.2% | +23.4% |
| 5Y | +100.0% | +636.6% | -536.6% | +21.5% |
| All | +100.0% | +639.4% | -539.5% | +21.5% |
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