+542.0%
MS vs TSN
+14.5%
+527.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | +5.1% | -1.4% | +6.5% | +5.6% |
| 30D | +5.7% | +8.5% | -2.8% | +2.8% |
| 3M | -12.2% | +5.3% | -17.4% | -14.0% |
| 6M | -0.5% | -10.5% | +10.0% | +2.6% |
| YTD | +9.8% | +3.0% | +6.9% | +6.8% |
| 1Y | +17.7% | +12.1% | +5.6% | +10.8% |
| 3Y | +176.8% | +43.1% | +133.7% | +131.3% |
| 5Y | +123.7% | -15.1% | +138.8% | +126.9% |
| All | +542.0% | +14.5% | +527.5% | +460.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling