+803.2%
MS vs TSCO
+189.4%
+613.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.2% | +0.8% |
| 7D | +1.7% | -2.5% | +4.1% | +2.5% |
| 30D | 0.0% | -1.1% | +1.1% | +0.2% |
| 3M | +3.0% | +14.3% | -11.3% | -2.0% |
| 6M | +35.7% | -31.9% | +67.6% | +52.8% |
| YTD | +23.3% | -30.7% | +54.0% | +37.1% |
| 1Y | +44.7% | -41.1% | +85.7% | +70.3% |
| 3Y | +178.0% | -17.1% | +195.1% | +182.3% |
| 5Y | +143.2% | -7.5% | +150.7% | +130.9% |
| 10Y | +803.2% | +192.6% | +610.6% | +425.2% |
| All | +803.2% | +189.4% | +613.8% | +425.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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