+1,753.6%
TSM vs MSI
+590.9%
+1,162.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.4% | +2.8% |
| 7D | +6.0% | -5.8% | +11.8% | +8.6% |
| 30D | +4.5% | -1.0% | +5.5% | +4.7% |
| 3M | +3.1% | +14.2% | -11.1% | -3.0% |
| 6M | +30.2% | +1.0% | +29.2% | +28.3% |
| YTD | +45.2% | +21.5% | +23.7% | +31.8% |
| 1Y | +79.6% | -2.1% | +81.7% | +78.4% |
| 3Y | +411.0% | +69.3% | +341.7% | +295.1% |
| 5Y | +290.7% | +99.3% | +191.4% | +176.6% |
| 10Y | +1,753.6% | +595.0% | +1,158.6% | +760.9% |
| All | +1,753.6% | +590.9% | +1,162.7% | +760.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling