-40.7%
MP vs TSN
+14.3%
-55.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | +2.3% | -0.3% | +2.6% | +2.3% |
| 30D | -15.3% | +11.8% | -27.1% | -15.0% |
| 3M | -33.5% | +7.1% | -40.6% | -33.2% |
| 6M | -45.5% | -9.2% | -36.4% | -44.6% |
| YTD | -27.3% | +4.8% | -32.1% | -29.3% |
| 1Y | -40.7% | +11.6% | -52.4% | -44.0% |
| All | -40.7% | +14.3% | -55.0% | -44.0% |
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