-30.3%
MOS vs TSN
+41.9%
-72.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +0.9% |
| 7D | -2.0% | -1.4% | -0.5% | -1.6% |
| 30D | +15.3% | +8.5% | +6.8% | +13.1% |
| 3M | +1.5% | +5.3% | -3.8% | +0.2% |
| 6M | -2.0% | -10.5% | +8.5% | +0.6% |
| YTD | -6.5% | +3.0% | -9.5% | -7.6% |
| 1Y | -11.1% | +12.1% | -23.2% | -13.5% |
| 3Y | -30.3% | +43.1% | -73.4% | -43.6% |
| All | -30.3% | +41.9% | -72.2% | -43.6% |
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