+215.9%
MAS vs TSN
+14.3%
+201.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | +2.0% | +4.6% | -2.7% | +0.7% |
| 30D | +19.4% | +15.4% | +3.9% | +14.8% |
| 3M | +9.4% | +2.9% | +6.5% | +8.4% |
| 6M | +15.3% | -10.8% | +26.1% | +18.6% |
| YTD | +31.3% | +4.5% | +26.9% | +28.6% |
| 1Y | +34.9% | +19.5% | +15.3% | +26.8% |
| 3Y | +58.6% | +42.2% | +16.4% | +40.7% |
| 5Y | +40.7% | -14.2% | +54.9% | +42.0% |
| All | +215.9% | +14.3% | +201.6% | +186.3% |
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