+55.7%
T vs MS
+120.4%
-64.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.4% |
| 7D | +1.7% | +0.7% | +0.9% | +1.6% |
| 30D | -1.7% | -0.9% | -0.8% | -1.7% |
| 3M | -7.3% | -13.0% | +5.7% | -5.8% |
| 6M | -11.2% | -2.0% | -9.2% | -11.5% |
| YTD | -8.1% | +7.8% | -15.8% | -10.0% |
| 1Y | -8.0% | +17.9% | -25.9% | -11.5% |
| 3Y | +62.1% | +174.8% | -112.7% | +25.8% |
| 5Y | +55.7% | +119.9% | -64.2% | +23.3% |
| All | +55.7% | +120.4% | -64.7% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling