+58.8%
T vs MS
+576.8%
-518.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +2.6% | +0.8% | +1.8% | +2.3% |
| 30D | -1.1% | -0.7% | -0.4% | -1.1% |
| 3M | -7.7% | -12.4% | +4.6% | -4.8% |
| 6M | -10.6% | -1.7% | -8.9% | -11.1% |
| YTD | -7.5% | +8.0% | -15.5% | -11.2% |
| 1Y | -7.4% | +16.2% | -23.6% | -13.2% |
| 3Y | +63.1% | +171.3% | -108.2% | +12.3% |
| 5Y | +55.2% | +124.8% | -69.6% | +11.4% |
| 10Y | +58.8% | +553.7% | -494.9% | -20.3% |
| All | +58.8% | +576.8% | -518.0% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 10y: compounded portfolio wealth divided by compounded MS 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…
10y analysis · Full analysis span regression · 6 months rolling