+1,305.1%
T vs MS
+6,088.6%
-4,783.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.9% |
| 6M | -9.3% | +31.3% | -40.6% | -14.8% |
| YTD | +7.1% | +24.7% | -17.6% | +1.3% |
| 1Y | -9.1% | +47.9% | -57.0% | -17.3% |
| 3Y | +105.3% | +178.3% | -73.0% | +60.6% |
| 5Y | +66.8% | +144.9% | -78.1% | +32.5% |
| 10Y | +66.8% | +804.5% | -737.7% | -1.7% |
| All | +1,305.1% | +6,088.6% | -4,783.5% | +341.5% |
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