+1,502.2%
TSM vs MSI
+689.5%
+812.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +2.5% |
| 7D | -2.5% | +8.3% | -10.9% | -5.8% |
| 30D | -14.3% | +18.9% | -33.1% | -20.3% |
| 3M | -7.2% | +13.2% | -20.4% | -12.2% |
| 6M | -5.1% | +38.3% | -43.4% | -17.8% |
| YTD | +28.9% | +38.9% | -10.0% | +10.4% |
| 1Y | +37.1% | +36.7% | +0.4% | +18.2% |
| 3Y | +341.5% | +76.6% | +264.9% | +236.1% |
| 5Y | +245.7% | +124.5% | +121.2% | +132.6% |
| 10Y | +1,502.2% | +674.5% | +827.7% | +572.1% |
| All | +1,502.2% | +689.5% | +812.7% | +572.1% |
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