+50.2%
TDG vs MSI
+69.5%
-19.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -2.7% | -1.8% | -0.9% | -2.1% |
| 30D | -9.3% | -0.6% | -8.6% | -9.1% |
| 3M | -7.1% | +13.0% | -20.1% | -11.2% |
| 6M | -11.2% | +0.5% | -11.7% | -11.8% |
| YTD | -15.3% | +21.7% | -37.0% | -22.5% |
| 1Y | -12.5% | -2.6% | -9.9% | -11.0% |
| All | +50.2% | +69.5% | -19.3% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling