+70.7%
MSFU vs TSN
-18.5%
+89.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -2.3% | -7.3% | +5.0% | -2.0% |
| 30D | -6.3% | -8.6% | +2.4% | -5.9% |
| 3M | +40.0% | -7.5% | +47.5% | +40.3% |
| 6M | +30.1% | -14.1% | +44.2% | +30.2% |
| YTD | -10.3% | -9.4% | -0.9% | -10.7% |
| 1Y | -19.0% | -4.1% | -14.9% | -19.8% |
| 3Y | +25.8% | +10.3% | +15.5% | +17.7% |
| All | +70.7% | -18.5% | +89.2% | +127.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling