+140.2%
MAS vs TSN
-12.9%
+153.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.4% | +2.0% |
| 7D | -0.8% | -6.3% | +5.6% | +1.0% |
| 30D | -5.6% | -10.8% | +5.2% | -2.6% |
| 3M | +4.4% | -8.8% | +13.2% | +6.9% |
| 6M | +7.2% | -16.8% | +24.0% | +12.2% |
| YTD | +16.1% | -10.0% | +26.1% | +18.5% |
| 1Y | +0.1% | -5.3% | +5.4% | +0.4% |
| 3Y | +28.3% | +8.5% | +19.8% | +22.5% |
| 5Y | +30.5% | -22.9% | +53.4% | +35.6% |
| All | +140.2% | -12.9% | +153.0% | +140.4% |
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