+545.7%
MS vs TSN
+18.3%
+527.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | +0.8% | +5.8% | -5.1% | -1.1% |
| 30D | -0.7% | +12.8% | -13.5% | -4.7% |
| 3M | -12.4% | +6.5% | -18.8% | -14.5% |
| 6M | -1.7% | -10.3% | +8.5% | +1.2% |
| YTD | +8.0% | +5.5% | +2.5% | +4.2% |
| 1Y | +16.2% | +15.8% | +0.4% | +8.1% |
| 3Y | +171.3% | +42.5% | +128.8% | +127.4% |
| 5Y | +124.8% | -14.3% | +139.1% | +127.5% |
| All | +545.7% | +18.3% | +527.4% | +459.4% |
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