+5,492.4%
MS vs TSCO
+49,750.1%
-44,257.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | +0.1% |
| 7D | +1.4% | +0.8% | +0.6% | +1.3% |
| 30D | -0.3% | +5.5% | -5.7% | -1.1% |
| 3M | +0.3% | +20.0% | -19.7% | -2.5% |
| 6M | +31.3% | -29.8% | +61.1% | +37.5% |
| YTD | +24.7% | -28.7% | +53.3% | +29.9% |
| 1Y | +47.9% | -40.9% | +88.8% | +58.2% |
| 3Y | +178.3% | -15.9% | +194.3% | +181.7% |
| 5Y | +144.9% | -3.5% | +148.4% | +141.6% |
| 10Y | +804.5% | +142.2% | +662.3% | +677.4% |
| All | +5,492.4% | +49,750.1% | -44,257.7% | +3,317.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling