+553.7%
MS vs TSCO
+226.0%
+327.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | +0.2% |
| 7D | +0.8% | +6.8% | -6.0% | -1.3% |
| 30D | -0.7% | +11.3% | -12.0% | -4.2% |
| 3M | -12.4% | +9.1% | -21.4% | -15.2% |
| 6M | -1.7% | +24.2% | -25.9% | -9.5% |
| YTD | +8.0% | -23.5% | +31.6% | +16.0% |
| 1Y | +16.2% | -30.8% | +47.0% | +29.2% |
| 3Y | +171.3% | +0.1% | +171.2% | +157.5% |
| 5Y | +124.8% | -5.3% | +130.1% | +112.6% |
| 10Y | +553.7% | +220.4% | +333.3% | +278.1% |
| All | +553.7% | +226.0% | +327.6% | +278.1% |
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