+1,107.4%
T vs MS
+5,117.3%
-4,010.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.9% | +5.9% | +1.2% |
| 7D | +4.3% | -3.4% | +7.7% | +5.0% |
| 30D | -9.7% | -3.9% | -5.8% | -9.1% |
| 3M | -4.3% | -15.9% | +11.6% | -1.1% |
| 6M | -13.7% | -2.5% | -11.2% | -13.8% |
| YTD | -8.0% | +5.1% | -13.1% | -10.1% |
| 1Y | -6.9% | +13.0% | -19.9% | -10.5% |
| 3Y | +59.7% | +160.7% | -100.9% | +26.4% |
| 5Y | +53.4% | +114.0% | -60.6% | +25.1% |
| 10Y | +58.2% | +637.5% | -579.2% | -3.0% |
| All | +1,107.4% | +5,117.3% | -4,010.0% | +292.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling