+51,830.1%
TSCO vs MSI
+1,169.9%
+50,660.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | +0.3% | +3.2% | -3.0% | -0.4% |
| 30D | +11.3% | +17.6% | -6.3% | +7.7% |
| 3M | +1.5% | +14.5% | -13.1% | -1.4% |
| 6M | +24.0% | +34.3% | -10.3% | +16.5% |
| YTD | -25.7% | +39.7% | -65.4% | -30.9% |
| 1Y | -33.6% | +40.2% | -73.7% | -38.2% |
| 3Y | -1.5% | +77.1% | -78.7% | -13.1% |
| 5Y | -9.6% | +124.0% | -133.7% | -24.2% |
| 10Y | +200.8% | +665.5% | -464.7% | +97.0% |
| All | +51,830.1% | +1,169.9% | +50,660.2% | +29,537.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling