+265.7%
TSM vs MS
+123.3%
+142.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.4% | -2.1% |
| 7D | +6.2% | +5.1% | +1.1% | +3.1% |
| 30D | -7.3% | +5.7% | -12.9% | -10.1% |
| 3M | -7.1% | -12.2% | +5.0% | +0.2% |
| 6M | +0.2% | -0.5% | +0.7% | +0.3% |
| YTD | +32.2% | +9.8% | +22.4% | +24.1% |
| 1Y | +42.8% | +17.7% | +25.1% | +28.6% |
| 3Y | +330.4% | +176.8% | +153.6% | +127.7% |
| All | +265.7% | +123.3% | +142.4% | +112.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling