+62.5%
T vs MS
+544.7%
-482.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +1.6% | +3.7% | -2.0% | +0.7% |
| 30D | -2.9% | +2.0% | -4.9% | -3.6% |
| 3M | -7.5% | -12.6% | +5.0% | -4.4% |
| 6M | -9.9% | -0.3% | -9.6% | -10.7% |
| YTD | -6.4% | +9.0% | -15.4% | -10.4% |
| 1Y | -9.4% | +13.9% | -23.3% | -14.5% |
| 3Y | +64.9% | +173.6% | -108.8% | +13.2% |
| 5Y | +57.0% | +122.0% | -65.0% | +13.3% |
| All | +62.5% | +544.7% | -482.2% | -19.9% |
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