+1,709.2%
TSM vs MS
+810.5%
+898.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.7% |
| 7D | +2.7% | +1.4% | +1.4% | +2.0% |
| 30D | +3.6% | -0.3% | +3.9% | +3.6% |
| 3M | -3.4% | +0.3% | -3.7% | -3.7% |
| 6M | +20.6% | +31.3% | -10.7% | +5.4% |
| YTD | +41.9% | +24.7% | +17.2% | +26.7% |
| 1Y | +84.4% | +47.9% | +36.5% | +51.5% |
| 3Y | +380.2% | +178.3% | +201.9% | +187.5% |
| 5Y | +275.3% | +144.9% | +130.4% | +135.2% |
| All | +1,709.2% | +810.5% | +898.6% | +592.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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