+42.7%
MKSI vs TSN
+19.9%
+22.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +5.4% | -10.4% | -3.4% |
| 7D | -10.7% | +8.4% | -19.1% | -8.5% |
| 30D | -30.5% | +16.1% | -46.6% | -27.8% |
| 3M | -39.2% | +3.2% | -42.3% | -38.4% |
| 6M | -33.0% | -11.1% | -21.9% | -30.2% |
| YTD | +22.3% | +5.1% | +17.2% | +29.2% |
| 1Y | +42.7% | +19.4% | +23.3% | +51.1% |
| All | +42.7% | +19.9% | +22.8% | +51.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling