+8,131.0%
TMO vs MSI
+3,963.1%
+4,167.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -0.5% | -4.0% | +3.5% | +0.5% |
| 30D | +1.0% | -0.5% | +1.5% | +1.1% |
| 3M | +22.7% | +11.4% | +11.3% | +19.4% |
| 6M | +19.0% | +1.0% | +18.0% | +18.2% |
| YTD | +4.7% | +20.7% | -15.9% | -0.6% |
| 1Y | +26.0% | -2.7% | +28.7% | +25.7% |
| 3Y | +18.0% | +68.2% | -50.2% | +2.6% |
| 5Y | +8.0% | +100.0% | -92.0% | -10.0% |
| 10Y | +333.8% | +596.9% | -263.1% | +169.2% |
| All | +8,131.0% | +3,963.1% | +4,167.9% | +2,898.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling