-10.3%
TSCO vs MSI
+124.3%
-134.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.6% |
| 7D | +0.3% | +3.2% | -3.0% | -1.1% |
| 30D | +11.3% | +17.6% | -6.3% | +3.9% |
| 3M | +1.5% | +14.5% | -13.1% | -4.3% |
| 6M | +24.0% | +34.3% | -10.3% | +8.9% |
| YTD | -25.7% | +39.7% | -65.4% | -36.3% |
| 1Y | -33.6% | +40.2% | -73.7% | -43.1% |
| 3Y | -1.5% | +77.1% | -78.7% | -27.5% |
| All | -10.3% | +124.3% | -134.6% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling