-11.8%
TLT vs MS
+575.8%
-587.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | +0.2% |
| 7D | -1.0% | -1.7% | +0.7% | -1.2% |
| 30D | +3.7% | +0.9% | +2.8% | +3.8% |
| 3M | -0.8% | -10.8% | +10.1% | -1.8% |
| 6M | -3.6% | +0.9% | -4.5% | -3.3% |
| YTD | -3.9% | +9.8% | -13.7% | -2.6% |
| 1Y | -6.2% | +17.1% | -23.3% | -4.2% |
| 3Y | +4.2% | +175.7% | -171.6% | +19.2% |
| 5Y | -34.7% | +125.9% | -160.5% | -26.9% |
| 10Y | -11.8% | +556.2% | -568.0% | +33.3% |
| All | -11.8% | +575.8% | -587.7% | +33.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling