+122.0%
MS vs TSN
-16.4%
+138.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.5% |
| 7D | +3.7% | -1.4% | +5.1% | +4.0% |
| 30D | +2.0% | +10.2% | -8.2% | -0.3% |
| 3M | -12.6% | +7.2% | -19.7% | -14.1% |
| 6M | -0.3% | -10.6% | +10.3% | +2.2% |
| YTD | +9.0% | +3.7% | +5.2% | +6.6% |
| 1Y | +13.9% | +13.5% | +0.4% | +8.2% |
| 3Y | +173.6% | +40.1% | +133.5% | +135.5% |
| 5Y | +122.0% | -14.5% | +136.4% | +121.4% |
| All | +122.0% | -16.4% | +138.4% | +121.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling