+130.4%
TLT vs MS
+841.6%
-711.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.9% | +6.2% | -0.3% |
| 7D | +0.5% | -3.4% | +3.9% | +0.3% |
| 30D | +6.0% | -3.9% | +9.9% | +5.7% |
| 3M | -0.9% | -15.9% | +15.0% | -2.4% |
| 6M | -2.6% | -2.5% | -0.1% | -2.7% |
| YTD | -3.1% | +5.1% | -8.2% | -2.4% |
| 1Y | -4.4% | +13.0% | -17.3% | -3.0% |
| 3Y | +5.5% | +160.7% | -155.2% | +16.5% |
| 5Y | -34.7% | +114.0% | -148.7% | -28.8% |
| 10Y | -17.6% | +637.5% | -655.1% | +4.7% |
| All | +130.4% | +841.6% | -711.1% | +247.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling