+206.9%
MTSI vs TSN
-14.8%
+221.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.8% | -5.5% |
| 7D | +10.0% | -1.4% | +11.4% | +10.1% |
| 30D | -20.3% | +8.5% | -28.8% | -21.0% |
| 3M | -24.4% | +5.3% | -29.7% | -24.9% |
| 6M | -39.2% | -10.5% | -28.7% | -38.2% |
| YTD | +35.5% | +3.0% | +32.5% | +34.4% |
| 1Y | +43.0% | +12.1% | +30.9% | +39.8% |
| 3Y | +196.3% | +43.1% | +153.1% | +161.0% |
| All | +206.9% | -14.8% | +221.7% | +225.4% |
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