+11,237.1%
TSM vs MS
+1,291.8%
+9,945.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -5.9% | -4.8% | -8.6% |
| 7D | -18.2% | -3.4% | -14.8% | -17.1% |
| 30D | -26.8% | -3.9% | -22.9% | -25.6% |
| 3M | -14.5% | -15.9% | +1.4% | -8.9% |
| 6M | -10.0% | -2.5% | -7.5% | -9.1% |
| YTD | +17.1% | +5.1% | +12.0% | +14.8% |
| 1Y | +21.5% | +13.0% | +8.6% | +16.1% |
| 3Y | +300.4% | +160.7% | +139.7% | +180.3% |
| 5Y | +224.7% | +114.0% | +110.7% | +143.1% |
| 10Y | +1,372.7% | +637.5% | +735.2% | +580.8% |
| All | +11,237.1% | +1,291.8% | +9,945.3% | +1,698.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling