+267.3%
MP vs TSN
+16.8%
+250.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | +2.3% | -0.3% | +2.6% | +2.3% |
| 30D | -15.3% | +11.8% | -27.1% | -18.2% |
| 3M | -33.5% | +7.1% | -40.6% | -35.0% |
| 6M | -45.5% | -9.2% | -36.4% | -44.2% |
| YTD | -27.3% | +4.8% | -32.1% | -29.6% |
| 1Y | -40.7% | +11.6% | -52.4% | -43.9% |
| 3Y | +145.9% | +41.5% | +104.3% | +103.7% |
| 5Y | -13.9% | -15.5% | +1.6% | -10.4% |
| All | +267.3% | +16.8% | +250.5% | +251.5% |
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