-10.9%
MP vs TSN
-14.8%
+4.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.7% |
| 7D | +9.5% | -1.4% | +10.9% | +9.9% |
| 30D | -3.0% | +8.5% | -11.5% | -5.7% |
| 3M | -30.4% | +5.3% | -35.6% | -31.7% |
| 6M | -39.2% | -10.5% | -28.7% | -37.3% |
| YTD | -23.3% | +3.0% | -26.2% | -25.6% |
| 1Y | -32.6% | +12.1% | -44.8% | -37.0% |
| 3Y | +159.3% | +43.1% | +116.2% | +103.1% |
| All | -10.9% | -14.8% | +4.0% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling