+513.2%
MA vs TSN
-9.4%
+522.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -3.5% | -7.3% | +3.8% | -1.6% |
| 30D | +0.8% | -8.6% | +9.4% | +3.1% |
| 3M | +14.8% | -7.5% | +22.3% | +17.0% |
| 6M | +10.0% | -14.1% | +24.1% | +13.9% |
| YTD | -0.1% | -9.4% | +9.3% | +1.8% |
| 1Y | -2.2% | -4.1% | +1.9% | -2.1% |
| 3Y | +39.3% | +10.3% | +28.9% | +32.1% |
| 5Y | +66.3% | -19.7% | +86.1% | +71.6% |
| 10Y | +513.2% | -7.0% | +520.2% | +485.5% |
| All | +513.2% | -9.4% | +522.7% | +485.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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