+210.3%
MAS vs TSN
+12.8%
+197.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | +2.4% | +4.6% | -2.3% | +1.1% |
| 30D | +19.8% | +15.4% | +4.4% | +15.2% |
| 3M | +9.8% | +2.9% | +6.9% | +8.8% |
| 6M | +15.8% | -10.8% | +26.6% | +19.1% |
| YTD | +31.8% | +4.5% | +27.4% | +29.1% |
| 1Y | +35.4% | +19.5% | +15.9% | +27.3% |
| 3Y | +59.2% | +42.2% | +17.0% | +41.2% |
| 5Y | +41.2% | -14.2% | +55.4% | +42.6% |
| All | +210.3% | +12.8% | +197.5% | +183.0% |
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