-28.3%
MOS vs TSN
+8.7%
-37.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | +9.5% | -6.3% | +15.9% | +11.4% |
| 30D | +10.4% | -10.8% | +21.2% | +13.7% |
| 3M | +12.9% | -8.8% | +21.6% | +15.4% |
| 6M | +1.2% | -16.8% | +18.1% | +5.7% |
| YTD | +9.3% | -10.0% | +19.3% | +11.7% |
| 1Y | -18.0% | -5.3% | -12.7% | -17.2% |
| All | -28.3% | +8.7% | -37.0% | -34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling