+594.3%
TSN vs MOH
+1,286.6%
-692.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | -7.3% | -4.2% | -3.1% | -6.7% |
| 30D | -8.6% | -2.4% | -6.3% | -8.4% |
| 3M | -7.5% | -4.4% | -3.1% | -7.2% |
| 6M | -14.1% | +32.9% | -47.1% | -18.2% |
| YTD | -9.4% | +11.9% | -21.3% | -12.5% |
| 1Y | -4.1% | +6.9% | -11.0% | -7.1% |
| 3Y | +10.3% | -39.4% | +49.8% | +13.1% |
| 5Y | -19.7% | -25.0% | +5.2% | -21.2% |
| 10Y | -7.0% | +244.9% | -251.9% | -32.5% |
| All | +594.3% | +1,286.6% | -692.4% | +256.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling