+607.1%
MS vs TSN
+14.3%
+592.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -1.6% | +4.6% | -6.2% | -3.0% |
| 30D | -3.8% | +15.4% | -19.2% | -8.3% |
| 3M | -14.6% | +2.9% | -17.5% | -15.7% |
| 6M | -5.1% | -10.8% | +5.7% | -2.0% |
| YTD | +4.5% | +4.5% | +0.1% | +1.2% |
| 1Y | +13.5% | +19.5% | -6.0% | +4.4% |
| 3Y | +160.4% | +42.2% | +118.2% | +118.9% |
| 5Y | +112.9% | -14.2% | +127.1% | +115.1% |
| All | +607.1% | +14.3% | +592.8% | +517.2% |
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