-16.9%
TLT vs MS
+616.2%
-633.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | -0.1% |
| 7D | +0.1% | -1.6% | +1.6% | 0.0% |
| 30D | +6.2% | -3.8% | +10.0% | +5.8% |
| 3M | -0.3% | -14.6% | +14.3% | -1.9% |
| 6M | -3.4% | -5.1% | +1.7% | -3.7% |
| YTD | -3.1% | +4.5% | -7.6% | -2.2% |
| 1Y | -5.2% | +13.5% | -18.8% | -3.4% |
| 3Y | +6.5% | +160.4% | -153.9% | +21.5% |
| 5Y | -34.7% | +112.9% | -147.6% | -27.2% |
| All | -16.9% | +616.2% | -633.1% | +38.3% |
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