+328.6%
TMO vs MSI
+605.3%
-276.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | -0.6% | -0.4% | -0.2% | -0.5% |
| 30D | +1.1% | -0.8% | +1.9% | +1.3% |
| 3M | +28.3% | +13.9% | +14.4% | +21.4% |
| 6M | +23.3% | +1.3% | +21.9% | +21.6% |
| YTD | +5.5% | +22.3% | -16.8% | -4.3% |
| 1Y | +24.5% | -3.9% | +28.4% | +24.8% |
| 3Y | +19.6% | +69.9% | -50.3% | -8.1% |
| 5Y | +8.1% | +103.8% | -95.7% | -24.2% |
| All | +328.6% | +605.3% | -276.7% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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