+11.9%
TSN vs MOH
-36.3%
+48.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.9% |
| 7D | +3.0% | +1.7% | +1.3% | +2.9% |
| 30D | -4.2% | -0.9% | -3.3% | -4.1% |
| 3M | -3.9% | +5.7% | -9.6% | -4.4% |
| 6M | -9.8% | +39.1% | -49.0% | -12.2% |
| YTD | -7.3% | +17.7% | -24.9% | -9.2% |
| 1Y | -2.2% | +8.4% | -10.6% | -4.0% |
| 3Y | +11.9% | -36.6% | +48.4% | +17.2% |
| All | +11.9% | -36.3% | +48.2% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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