+1,672.6%
TSM vs MSI
+663.2%
+1,009.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.5% |
| 7D | +14.8% | +2.6% | +12.2% | +13.7% |
| 30D | -8.9% | +18.1% | -27.0% | -15.0% |
| 3M | -5.3% | +13.2% | -18.5% | -10.3% |
| 6M | +2.6% | +36.3% | -33.7% | -10.5% |
| YTD | +34.5% | +39.5% | -5.0% | +15.0% |
| 1Y | +41.0% | +36.9% | +4.1% | +21.5% |
| 3Y | +333.1% | +76.1% | +257.0% | +230.2% |
| 5Y | +270.1% | +123.7% | +146.4% | +149.5% |
| All | +1,672.6% | +663.2% | +1,009.4% | +652.6% |
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