+578.8%
MS vs TSN
+13.2%
+565.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.0% |
| 7D | +0.7% | +4.9% | -4.2% | -0.8% |
| 30D | -0.9% | +12.1% | -13.0% | -4.7% |
| 3M | -13.0% | +4.1% | -17.1% | -14.4% |
| 6M | -2.0% | -10.9% | +8.9% | +1.2% |
| YTD | +7.8% | +4.8% | +3.0% | +4.3% |
| 1Y | +17.9% | +17.6% | +0.2% | +9.0% |
| 3Y | +174.8% | +43.2% | +131.6% | +130.2% |
| 5Y | +119.9% | -13.9% | +133.7% | +121.9% |
| 10Y | +578.8% | +11.8% | +567.0% | +492.3% |
| All | +578.8% | +13.2% | +565.7% | +492.3% |
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