+322.0%
TSM vs MS
+157.8%
+164.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.9% | +6.6% |
| 7D | -7.6% | -1.6% | -6.0% | -6.6% |
| 30D | -20.5% | -3.8% | -16.7% | -18.6% |
| 3M | -10.0% | -14.6% | +4.6% | -1.7% |
| 6M | -10.1% | -5.1% | -5.0% | -7.5% |
| YTD | +24.5% | +4.5% | +20.0% | +20.8% |
| 1Y | +31.2% | +13.5% | +17.6% | +21.6% |
| 3Y | +322.0% | +160.4% | +161.6% | +172.6% |
| All | +322.0% | +157.8% | +164.2% | +172.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling