-32.6%
MP vs TSN
+12.4%
-45.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.4% |
| 7D | +9.5% | -1.4% | +10.9% | +9.3% |
| 30D | -3.0% | +8.5% | -11.5% | -2.6% |
| 3M | -30.4% | +5.3% | -35.6% | -30.1% |
| 6M | -39.2% | -10.5% | -28.7% | -38.4% |
| YTD | -23.3% | +3.0% | -26.2% | -25.0% |
| 1Y | -32.6% | +12.1% | -44.8% | -36.4% |
| All | -32.6% | +12.4% | -45.0% | -36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling