+236.4%
TSM vs MSI
+118.7%
+117.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.8% | +6.5% |
| 7D | -7.6% | +4.7% | -12.2% | -9.4% |
| 30D | -20.5% | +14.8% | -35.3% | -24.9% |
| 3M | -10.0% | +8.8% | -18.8% | -13.4% |
| 6M | -10.1% | +19.3% | -29.4% | -17.4% |
| YTD | +24.5% | +35.3% | -10.8% | +7.1% |
| 1Y | +31.2% | +33.8% | -2.6% | +13.4% |
| 3Y | +322.0% | +74.4% | +247.5% | +210.3% |
| All | +236.4% | +118.7% | +117.7% | +107.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling