+160.4%
MS vs TSN
+42.3%
+118.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | -1.6% | +4.6% | -6.2% | -2.0% |
| 30D | -3.8% | +15.4% | -19.2% | -5.0% |
| 3M | -14.6% | +2.9% | -17.5% | -14.9% |
| 6M | -5.1% | -10.8% | +5.7% | -3.6% |
| YTD | +4.5% | +4.5% | +0.1% | +3.1% |
| 1Y | +13.5% | +19.5% | -6.0% | +8.8% |
| 3Y | +160.4% | +42.2% | +118.2% | +127.0% |
| All | +160.4% | +42.3% | +118.1% | +127.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling