+5,285.6%
MS vs TSN
+516.2%
+4,769.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.1% | -6.1% | -6.0% |
| 7D | -3.4% | +6.9% | -10.3% | -5.9% |
| 30D | -3.9% | +15.7% | -19.6% | -9.3% |
| 3M | -15.9% | +4.3% | -20.2% | -17.6% |
| 6M | -2.5% | -10.6% | +8.1% | +0.8% |
| YTD | +5.1% | +5.2% | -0.1% | +1.0% |
| 1Y | +13.0% | +18.7% | -5.7% | +3.2% |
| 3Y | +160.7% | +41.8% | +118.9% | +117.2% |
| 5Y | +114.0% | -13.6% | +127.6% | +113.8% |
| 10Y | +637.5% | +16.2% | +621.3% | +517.8% |
| All | +5,285.6% | +516.2% | +4,769.4% | +1,850.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling