+53.4%
T vs MS
+111.6%
-58.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.8% |
| 7D | +1.0% | -1.6% | +2.6% | +1.2% |
| 30D | -10.6% | -3.8% | -6.8% | -10.3% |
| 3M | -7.7% | -14.6% | +6.9% | -6.0% |
| 6M | -13.3% | -5.1% | -8.2% | -13.2% |
| YTD | -8.8% | +4.5% | -13.3% | -10.4% |
| 1Y | -8.4% | +13.5% | -21.9% | -11.5% |
| 3Y | +59.6% | +160.4% | -100.8% | +25.1% |
| All | +53.4% | +111.6% | -58.2% | +22.0% |
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