+143.9%
MP vs TSN
+45.5%
+98.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.1% | -3.5% |
| 7D | -3.6% | +5.8% | -9.5% | -4.0% |
| 30D | -21.0% | +12.8% | -33.8% | -21.8% |
| 3M | -33.3% | +6.5% | -39.8% | -33.6% |
| 6M | -45.9% | -10.3% | -35.7% | -45.0% |
| YTD | -27.8% | +5.5% | -33.4% | -28.8% |
| 1Y | -43.2% | +15.8% | -59.0% | -45.0% |
| All | +143.9% | +45.5% | +98.4% | +66.8% |
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