-7.8%
TSCO vs MSCI
+8.1%
-16.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.2% |
| 7D | +0.4% | -1.9% | +2.3% | +0.9% |
| 30D | +9.8% | +16.5% | -6.6% | +5.5% |
| 3M | +4.8% | +18.2% | -13.4% | +0.2% |
| 6M | +23.3% | +14.0% | +9.3% | +18.5% |
| YTD | -25.1% | +16.6% | -41.7% | -29.0% |
| 1Y | -32.7% | +14.8% | -47.6% | -35.9% |
| 3Y | -2.0% | +33.3% | -35.2% | -13.2% |
| 5Y | -7.8% | +9.1% | -16.9% | -18.6% |
| All | -7.8% | +8.1% | -16.0% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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