+2,105.2%
TSCO vs MSCI
+2,756.4%
-651.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +0.8% | +0.4% | +0.4% | +0.6% |
| 30D | +5.5% | +0.6% | +4.9% | +5.2% |
| 3M | +20.0% | -7.1% | +27.0% | +22.0% |
| 6M | -29.8% | +0.8% | -30.6% | -30.6% |
| YTD | -28.7% | +1.0% | -29.7% | -29.8% |
| 1Y | -40.9% | +4.3% | -45.2% | -42.7% |
| 3Y | -15.9% | +9.9% | -25.9% | -21.3% |
| 5Y | -3.5% | -6.8% | +3.3% | -7.3% |
| 10Y | +142.2% | +614.7% | -472.4% | +18.0% |
| All | +2,105.2% | +2,756.4% | -651.2% | +570.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling