+13,634.3%
TSM vs MSI
+667.6%
+12,966.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.7% | +3.2% |
| 7D | +2.7% | -3.7% | +6.4% | +4.4% |
| 30D | +3.6% | +6.8% | -3.2% | +0.2% |
| 3M | -3.4% | +14.3% | -17.7% | -9.6% |
| 6M | +20.6% | -1.6% | +22.2% | +19.9% |
| YTD | +41.9% | +22.8% | +19.1% | +27.3% |
| 1Y | +84.4% | -1.1% | +85.5% | +81.6% |
| 3Y | +380.2% | +70.5% | +309.8% | +266.8% |
| 5Y | +275.3% | +102.8% | +172.5% | +161.8% |
| 10Y | +1,751.4% | +597.4% | +1,154.0% | +603.1% |
| All | +13,634.3% | +667.6% | +12,966.7% | +3,399.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling