+41.0%
MAS vs TSN
-14.6%
+55.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | +2.0% | +4.6% | -2.7% | +0.6% |
| 30D | +19.4% | +15.4% | +3.9% | +14.5% |
| 3M | +9.4% | +2.9% | +6.5% | +8.4% |
| 6M | +15.3% | -10.8% | +26.1% | +18.9% |
| YTD | +31.3% | +4.5% | +26.9% | +28.2% |
| 1Y | +34.9% | +19.5% | +15.3% | +25.6% |
| 3Y | +58.6% | +42.2% | +16.4% | +37.4% |
| All | +41.0% | -14.6% | +55.5% | +43.8% |
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