+12,981.4%
TDG vs MSI
+622.0%
+12,359.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.0% |
| 7D | -0.9% | -5.8% | +4.8% | +1.4% |
| 30D | -6.5% | -1.0% | -5.6% | -6.2% |
| 3M | -5.1% | +14.2% | -19.2% | -10.2% |
| 6M | -11.5% | +1.0% | -12.6% | -12.5% |
| YTD | -13.9% | +21.5% | -35.4% | -21.3% |
| 1Y | -11.5% | -2.1% | -9.3% | -11.9% |
| 3Y | +53.7% | +69.3% | -15.7% | +21.8% |
| 5Y | +135.5% | +99.3% | +36.2% | +74.3% |
| 10Y | +535.2% | +595.0% | -59.9% | +205.5% |
| All | +12,981.4% | +622.0% | +12,359.4% | +4,434.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling