+1,410.4%
TSM vs MS
+616.2%
+794.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.9% | +6.6% |
| 7D | -7.6% | -1.6% | -6.0% | -6.7% |
| 30D | -20.5% | -3.8% | -16.7% | -18.9% |
| 3M | -10.0% | -14.6% | +4.6% | -2.7% |
| 6M | -10.1% | -5.1% | -5.0% | -7.8% |
| YTD | +24.5% | +4.5% | +20.0% | +21.3% |
| 1Y | +31.2% | +13.5% | +17.6% | +22.8% |
| 3Y | +322.0% | +160.4% | +161.6% | +162.7% |
| 5Y | +245.3% | +112.9% | +132.4% | +133.1% |
| All | +1,410.4% | +616.2% | +794.2% | +692.5% |
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