+181.2%
TSCO vs MSI
+605.3%
-424.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.7% |
| 7D | -5.7% | -0.4% | -5.3% | -5.5% |
| 30D | -8.8% | -0.8% | -8.0% | -8.6% |
| 3M | +6.3% | +13.9% | -7.6% | +1.2% |
| 6M | -32.3% | +1.3% | -33.6% | -33.0% |
| YTD | -32.7% | +22.3% | -55.0% | -37.9% |
| 1Y | -43.7% | -3.9% | -39.8% | -43.4% |
| 3Y | -19.7% | +69.9% | -89.5% | -35.4% |
| 5Y | -11.6% | +103.8% | -115.4% | -34.2% |
| All | +181.2% | +605.3% | -424.0% | +56.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling