+537.0%
TDG vs MSI
+605.3%
-68.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +0.9% |
| 7D | -1.9% | -0.4% | -1.5% | -1.6% |
| 30D | -7.7% | -0.8% | -6.9% | -7.4% |
| 3M | -9.3% | +13.9% | -23.3% | -16.3% |
| 6M | -9.4% | +1.3% | -10.7% | -11.0% |
| YTD | -14.3% | +22.3% | -36.5% | -25.4% |
| 1Y | -11.8% | -3.9% | -8.0% | -11.4% |
| 3Y | +52.0% | +69.9% | -17.9% | +4.9% |
| 5Y | +128.8% | +103.8% | +25.0% | +38.4% |
| All | +537.0% | +605.3% | -68.3% | +144.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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