+65.7%
T vs MS
+802.6%
-736.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | -1.3% | +1.4% | -2.6% | -1.6% |
| 30D | +11.4% | -0.3% | +11.6% | +11.3% |
| 3M | +14.3% | +0.3% | +14.0% | +13.7% |
| 6M | -9.3% | +31.3% | -40.6% | -16.7% |
| YTD | +7.1% | +24.7% | -17.6% | -0.7% |
| 1Y | -9.1% | +47.9% | -57.0% | -20.2% |
| 3Y | +105.3% | +178.3% | -73.0% | +42.5% |
| 5Y | +66.8% | +144.9% | -78.1% | +18.3% |
| All | +65.7% | +802.6% | -736.9% | -26.6% |
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