+237.4%
MP vs TSN
+17.2%
+220.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.1% | -6.2% | -6.1% |
| 7D | -19.0% | +6.9% | -25.8% | -20.6% |
| 30D | -30.5% | +15.7% | -46.1% | -33.5% |
| 3M | -29.6% | +4.3% | -33.8% | -30.6% |
| 6M | -50.4% | -10.6% | -39.8% | -49.0% |
| YTD | -33.2% | +5.2% | -38.4% | -35.4% |
| 1Y | -38.6% | +18.7% | -57.3% | -43.1% |
| 3Y | +105.5% | +41.8% | +63.7% | +70.3% |
| 5Y | -7.8% | -13.6% | +5.7% | -4.7% |
| All | +237.4% | +17.2% | +220.2% | +222.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling