+127.0%
MP vs TSN
+42.3%
+84.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.7% | +5.0% |
| 7D | -10.5% | +4.6% | -15.1% | -10.8% |
| 30D | -23.5% | +15.4% | -39.0% | -24.6% |
| 3M | -25.4% | +2.9% | -28.3% | -25.6% |
| 6M | -51.3% | -10.8% | -40.5% | -50.4% |
| YTD | -29.9% | +4.5% | -34.4% | -30.9% |
| 1Y | -31.8% | +19.5% | -51.4% | -34.4% |
| 3Y | +127.0% | +42.2% | +84.8% | +64.7% |
| All | +127.0% | +42.3% | +84.7% | +64.7% |
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