+84.3%
MKSI vs TSN
-17.2%
+101.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.9% |
| 7D | +2.7% | +3.0% | -0.3% | +1.9% |
| 30D | -12.8% | -4.2% | -8.6% | -12.0% |
| 3M | -22.5% | -3.9% | -18.6% | -22.5% |
| 6M | +19.4% | -9.8% | +29.2% | +21.2% |
| YTD | +67.7% | -7.3% | +75.0% | +68.4% |
| 1Y | +131.4% | -2.2% | +133.6% | +127.2% |
| 3Y | +197.3% | +11.9% | +185.4% | +162.5% |
| All | +84.3% | -17.2% | +101.5% | +108.7% |
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