+153.3%
MP vs TSN
+8.7%
+144.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | -2.9% | -6.3% | +3.5% | -1.8% |
| 30D | +13.8% | -10.8% | +24.6% | +15.9% |
| 3M | -16.7% | -8.8% | -7.9% | -15.7% |
| 6M | -11.5% | -16.8% | +5.3% | -9.4% |
| YTD | +7.9% | -10.0% | +17.9% | +8.3% |
| 1Y | -15.0% | -5.3% | -9.8% | -16.3% |
| All | +153.3% | +8.7% | +144.6% | +93.8% |
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