+2.8%
MOS vs TSN
+13.2%
-10.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +19.7% | +4.9% | +14.8% | +17.3% |
| 30D | +21.5% | +12.1% | +9.5% | +15.3% |
| 3M | -0.4% | +4.1% | -4.5% | -2.5% |
| 6M | +4.5% | -10.9% | +15.4% | +9.8% |
| YTD | -2.9% | +4.8% | -7.7% | -6.2% |
| 1Y | -7.7% | +17.6% | -25.4% | -15.9% |
| 3Y | -25.6% | +43.2% | -68.9% | -41.0% |
| 5Y | -31.2% | -13.9% | -17.3% | -30.0% |
| 10Y | +2.8% | +11.8% | -9.0% | -17.5% |
| All | +2.8% | +13.2% | -10.4% | -17.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling