+597.6%
MSI vs TSN
-5.9%
+603.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.6% |
| 7D | -1.8% | +1.4% | -3.1% | -2.0% |
| 30D | -0.6% | -6.2% | +5.5% | +0.6% |
| 3M | +13.0% | -5.7% | +18.7% | +14.2% |
| 6M | +0.5% | -11.4% | +11.9% | +2.5% |
| YTD | +21.7% | -8.2% | +29.9% | +23.1% |
| 1Y | -2.6% | -2.0% | -0.6% | -3.1% |
| 3Y | +69.7% | +11.9% | +57.8% | +62.4% |
| 5Y | +102.8% | -17.8% | +120.5% | +106.9% |
| All | +597.6% | -5.9% | +603.5% | +567.6% |
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