+69.3%
MSI vs TSN
+13.0%
+56.4%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.3% |
| 7D | -5.8% | -5.0% | -0.7% | -5.2% |
| 30D | -1.0% | -9.1% | +8.1% | +0.2% |
| 3M | +14.2% | -7.4% | +21.6% | +15.2% |
| 6M | +1.0% | -13.4% | +14.4% | +2.5% |
| YTD | +21.5% | -8.5% | +30.0% | +22.1% |
| 1Y | -2.1% | -3.2% | +1.1% | -2.6% |
| 3Y | +69.3% | +11.5% | +57.8% | +68.3% |
| All | +69.3% | +13.0% | +56.4% | +68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling