-34.7%
TLT vs MS
+110.9%
-145.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.9% | +6.2% | +0.3% |
| 7D | +0.5% | -3.4% | +3.9% | +0.6% |
| 30D | +6.0% | -3.9% | +9.9% | +6.1% |
| 3M | -0.9% | -15.9% | +15.0% | -0.6% |
| 6M | -2.6% | -2.5% | -0.1% | -2.5% |
| YTD | -3.1% | +5.1% | -8.2% | -3.2% |
| 1Y | -4.4% | +13.0% | -17.3% | -4.5% |
| 3Y | +5.5% | +160.7% | -155.2% | +3.3% |
| 5Y | -34.7% | +114.0% | -148.7% | -36.5% |
| All | -34.7% | +110.9% | -145.7% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling