+100.0%
MSI vs TSN
-20.2%
+120.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.5% |
| 7D | -4.0% | -7.3% | +3.3% | -2.7% |
| 30D | -0.5% | -8.6% | +8.2% | +1.1% |
| 3M | +11.4% | -7.5% | +18.9% | +12.8% |
| 6M | +1.0% | -14.1% | +15.1% | +3.2% |
| YTD | +20.7% | -9.4% | +30.1% | +21.9% |
| 1Y | -2.7% | -4.1% | +1.4% | -2.9% |
| 3Y | +68.2% | +10.3% | +57.9% | +62.2% |
| 5Y | +100.0% | -19.7% | +119.7% | +114.0% |
| All | +100.0% | -20.2% | +120.2% | +114.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling