+808.5%
MS vs TSN
-12.9%
+821.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.5% |
| 7D | +1.4% | -6.3% | +7.7% | +3.4% |
| 30D | -0.3% | -10.8% | +10.6% | +3.3% |
| 3M | +0.3% | -8.8% | +9.1% | +2.7% |
| 6M | +31.3% | -16.8% | +48.2% | +38.0% |
| YTD | +24.7% | -10.0% | +34.7% | +27.0% |
| 1Y | +47.9% | -5.3% | +53.2% | +47.4% |
| 3Y | +178.3% | +8.5% | +169.8% | +158.3% |
| 5Y | +144.9% | -22.9% | +167.8% | +155.6% |
| All | +808.5% | -12.9% | +821.4% | +755.8% |
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