+541.8%
MS vs TSN
+16.5%
+525.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.9% |
| 7D | -1.7% | -0.3% | -1.5% | -1.6% |
| 30D | +0.9% | +11.8% | -10.8% | -2.8% |
| 3M | -10.8% | +7.1% | -17.9% | -13.2% |
| 6M | +0.9% | -9.2% | +10.1% | +3.5% |
| YTD | +9.8% | +4.8% | +5.0% | +6.2% |
| 1Y | +17.1% | +11.6% | +5.4% | +10.4% |
| 3Y | +175.7% | +41.5% | +134.2% | +131.7% |
| 5Y | +125.9% | -15.5% | +141.4% | +129.8% |
| All | +541.8% | +16.5% | +525.3% | +457.4% |
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