+2,175.0%
MKSI vs TSN
+338.3%
+1,836.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.7% |
| 7D | +4.9% | +1.4% | +3.5% | +4.5% |
| 30D | -11.0% | -6.2% | -4.8% | -9.5% |
| 3M | -17.1% | -5.7% | -11.4% | -16.4% |
| 6M | +16.4% | -11.4% | +27.8% | +19.0% |
| YTD | +64.3% | -8.2% | +72.5% | +65.9% |
| 1Y | +137.7% | -2.0% | +139.7% | +134.7% |
| 3Y | +189.1% | +11.9% | +177.2% | +170.0% |
| 5Y | +83.1% | -17.8% | +100.9% | +86.5% |
| 10Y | +509.4% | -5.7% | +515.1% | +475.5% |
| All | +2,175.0% | +338.3% | +1,836.7% | +1,303.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling