+6.9%
TMO vs MSI
+100.4%
-93.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | -2.5% | -1.8% | -0.7% | -1.8% |
| 30D | -0.3% | -0.6% | +0.3% | -0.2% |
| 3M | +25.3% | +13.0% | +12.2% | +18.9% |
| 6M | +20.9% | +0.5% | +20.3% | +19.7% |
| YTD | +4.3% | +21.7% | -17.4% | -5.5% |
| 1Y | +27.0% | -2.6% | +29.6% | +27.3% |
| 3Y | +17.5% | +69.7% | -52.2% | -14.2% |
| 5Y | +6.9% | +102.8% | -95.8% | -30.8% |
| All | +6.9% | +100.4% | -93.5% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling