+43.5%
MAS vs TSN
-13.5%
+56.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.6% | -3.5% |
| 7D | +4.6% | +6.9% | -2.3% | +2.5% |
| 30D | +19.9% | +15.7% | +4.2% | +14.9% |
| 3M | +8.9% | +4.3% | +4.6% | +7.4% |
| 6M | +20.2% | -10.6% | +30.8% | +23.8% |
| YTD | +33.9% | +5.2% | +28.7% | +30.4% |
| 1Y | +34.7% | +18.7% | +16.0% | +25.8% |
| 3Y | +60.4% | +41.8% | +18.6% | +39.1% |
| 5Y | +43.5% | -13.6% | +57.0% | +46.0% |
| All | +43.5% | -13.5% | +56.9% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling