+47.9%
MS vs TSN
-5.8%
+53.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.2% |
| 7D | +1.4% | -6.3% | +7.7% | +0.8% |
| 30D | -0.3% | -10.8% | +10.6% | -1.1% |
| 3M | +0.3% | -8.8% | +9.1% | -0.4% |
| 6M | +31.3% | -16.8% | +48.2% | +30.1% |
| YTD | +24.7% | -10.0% | +34.7% | +23.3% |
| 1Y | +47.9% | -5.3% | +53.2% | +42.3% |
| All | +47.9% | -5.8% | +53.7% | +42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling