+42.8%
TSM vs MSI
+37.5%
+5.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.8% | -1.7% |
| 7D | +6.2% | +3.2% | +3.0% | +6.4% |
| 30D | -7.3% | +17.6% | -24.9% | -7.1% |
| 3M | -7.1% | +14.5% | -21.7% | -6.9% |
| 6M | +0.2% | +34.3% | -34.0% | -1.0% |
| YTD | +32.2% | +39.7% | -7.5% | +31.7% |
| 1Y | +42.8% | +40.2% | +2.6% | +48.6% |
| All | +42.8% | +37.5% | +5.3% | +48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling