+1,641.8%
TSM vs MSI
+683.5%
+958.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.7% |
| 7D | +4.4% | +7.7% | -3.2% | +1.2% |
| 30D | -7.0% | +19.9% | -26.9% | -13.8% |
| 3M | -1.8% | +14.9% | -16.7% | -7.6% |
| 6M | +2.7% | +37.2% | -34.5% | -10.7% |
| YTD | +37.1% | +40.8% | -3.7% | +16.8% |
| 1Y | +43.5% | +38.1% | +5.3% | +23.2% |
| 3Y | +341.5% | +77.7% | +263.8% | +235.4% |
| 5Y | +278.9% | +129.0% | +149.8% | +153.0% |
| 10Y | +1,641.8% | +671.3% | +970.5% | +637.9% |
| All | +1,641.8% | +683.5% | +958.3% | +637.9% |
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