+296.9%
TSM vs MS
+159.2%
+137.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -5.9% | -4.8% | -7.4% |
| 7D | -18.2% | -3.4% | -14.8% | -16.4% |
| 30D | -26.8% | -3.9% | -22.9% | -25.0% |
| 3M | -14.5% | -15.9% | +1.4% | -5.8% |
| 6M | -10.0% | -2.5% | -7.5% | -8.8% |
| YTD | +17.1% | +5.1% | +12.0% | +13.2% |
| 1Y | +21.5% | +13.0% | +8.6% | +13.0% |
| All | +296.9% | +159.2% | +137.6% | +155.6% |
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