-40.9%
TSCO vs MSI
-0.7%
-40.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | +0.8% | -3.7% | +4.5% | +1.9% |
| 30D | +5.5% | +6.8% | -1.4% | +3.2% |
| 3M | +20.0% | +14.3% | +5.7% | +15.1% |
| 6M | -29.8% | -1.6% | -28.2% | -30.0% |
| YTD | -28.7% | +22.8% | -51.5% | -32.9% |
| 1Y | -40.9% | -1.1% | -39.8% | -42.7% |
| All | -40.9% | -0.7% | -40.2% | -42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling