+50,177.5%
TSCO vs MSI
+1,004.0%
+49,173.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +1.9% | +1.1% |
| 7D | +1.7% | -5.8% | +7.4% | +2.9% |
| 30D | +2.8% | -1.0% | +3.8% | +3.0% |
| 3M | +17.9% | +14.2% | +3.7% | +14.6% |
| 6M | -28.6% | +1.0% | -29.6% | -28.9% |
| YTD | -28.0% | +21.5% | -49.5% | -31.1% |
| 1Y | -39.9% | -2.1% | -37.7% | -39.9% |
| 3Y | -14.0% | +69.3% | -83.3% | -23.4% |
| 5Y | -2.9% | +99.3% | -102.2% | -16.5% |
| 10Y | +199.5% | +595.0% | -395.5% | +100.2% |
| All | +50,177.5% | +1,004.0% | +49,173.5% | +29,438.1% |
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