+6,288.2%
MS vs TSN
+427.1%
+5,861.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.5% |
| 7D | +1.4% | -6.3% | +7.7% | +3.8% |
| 30D | -0.3% | -10.8% | +10.6% | +4.0% |
| 3M | +0.3% | -8.8% | +9.1% | +3.1% |
| 6M | +31.3% | -16.8% | +48.2% | +39.1% |
| YTD | +24.7% | -10.0% | +34.7% | +27.6% |
| 1Y | +47.9% | -5.3% | +53.2% | +47.7% |
| 3Y | +178.3% | +8.5% | +169.8% | +158.2% |
| 5Y | +144.9% | -22.9% | +167.8% | +155.8% |
| 10Y | +804.5% | -12.6% | +817.2% | +747.2% |
| All | +6,288.2% | +427.1% | +5,861.1% | +2,363.2% |
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