+517.6%
MTSI vs TSN
-11.8%
+529.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.1% | +3.6% |
| 7D | +1.4% | -6.3% | +7.7% | +3.0% |
| 30D | +2.1% | -10.8% | +12.9% | +5.1% |
| 3M | -29.7% | -8.8% | -21.0% | -28.6% |
| 6M | +12.5% | -16.8% | +29.4% | +17.1% |
| YTD | +57.0% | -10.0% | +67.0% | +59.6% |
| 1Y | +103.9% | -5.3% | +109.2% | +103.3% |
| 3Y | +223.6% | +8.5% | +215.0% | +199.5% |
| 5Y | +321.6% | -22.9% | +344.5% | +333.9% |
| All | +517.6% | -11.8% | +529.4% | +466.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling