+3,874.2%
MSI vs TSN
+890.5%
+2,983.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -3.7% | -6.3% | +2.6% | -2.4% |
| 30D | +6.8% | -10.8% | +17.6% | +9.4% |
| 3M | +14.3% | -8.8% | +23.1% | +16.3% |
| 6M | -1.6% | -16.8% | +15.2% | +1.9% |
| YTD | +22.8% | -10.0% | +32.8% | +24.8% |
| 1Y | -1.1% | -5.3% | +4.1% | -0.8% |
| 3Y | +70.5% | +8.5% | +61.9% | +64.5% |
| 5Y | +102.8% | -22.9% | +125.7% | +108.5% |
| 10Y | +597.4% | -12.6% | +610.1% | +571.8% |
| All | +3,874.2% | +890.5% | +2,983.7% | +1,718.1% |
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