+254.1%
MP vs TSN
+16.4%
+237.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.7% | +5.2% |
| 7D | -10.5% | +4.6% | -15.1% | -11.8% |
| 30D | -23.5% | +15.4% | -39.0% | -26.9% |
| 3M | -25.4% | +2.9% | -28.3% | -26.3% |
| 6M | -51.3% | -10.8% | -40.5% | -49.8% |
| YTD | -29.9% | +4.5% | -34.4% | -32.0% |
| 1Y | -31.8% | +19.5% | -51.4% | -37.1% |
| 3Y | +127.0% | +42.2% | +84.8% | +87.6% |
| 5Y | -3.3% | -14.2% | +10.9% | +0.2% |
| All | +254.1% | +16.4% | +237.7% | +239.1% |
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