+17.7%
MS vs TSN
+12.4%
+5.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.7% |
| 7D | +5.1% | -1.4% | +6.5% | +5.0% |
| 30D | +5.7% | +8.5% | -2.8% | +6.3% |
| 3M | -12.2% | +5.3% | -17.4% | -11.9% |
| 6M | -0.5% | -10.5% | +10.0% | -0.5% |
| YTD | +9.8% | +3.0% | +6.9% | +9.3% |
| 1Y | +17.7% | +12.1% | +5.6% | +14.7% |
| All | +17.7% | +12.4% | +5.3% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling