+12,377.6%
TSM vs MSI
+768.1%
+11,609.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +2.3% |
| 7D | -2.5% | +8.3% | -10.9% | -6.2% |
| 30D | -14.3% | +18.9% | -33.1% | -21.0% |
| 3M | -7.2% | +13.2% | -20.4% | -12.8% |
| 6M | -5.1% | +38.3% | -43.4% | -19.0% |
| YTD | +28.9% | +38.9% | -10.0% | +9.0% |
| 1Y | +37.1% | +36.7% | +0.4% | +16.6% |
| 3Y | +341.5% | +76.6% | +264.9% | +231.2% |
| 5Y | +245.7% | +124.5% | +121.2% | +129.6% |
| 10Y | +1,502.2% | +674.5% | +827.7% | +478.4% |
| All | +12,377.6% | +768.1% | +11,609.5% | +2,894.3% |
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