+13,634.3%
TSM vs MS
+1,550.9%
+12,083.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.8% |
| 7D | +2.7% | +1.4% | +1.4% | +2.2% |
| 30D | +3.6% | -0.3% | +3.9% | +3.6% |
| 3M | -3.4% | +0.3% | -3.7% | -3.5% |
| 6M | +20.6% | +31.3% | -10.7% | +9.2% |
| YTD | +41.9% | +24.7% | +17.2% | +30.6% |
| 1Y | +84.4% | +47.9% | +36.5% | +59.5% |
| 3Y | +380.2% | +178.3% | +201.9% | +227.1% |
| 5Y | +275.3% | +144.9% | +130.4% | +166.7% |
| 10Y | +1,751.4% | +804.5% | +946.9% | +693.6% |
| All | +13,634.3% | +1,550.9% | +12,083.4% | +1,945.4% |
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