+183.6%
MTSI vs TSN
-14.6%
+198.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.7% | +11.6% | +10.9% |
| 7D | -10.0% | +4.6% | -14.6% | -10.3% |
| 30D | -37.2% | +15.4% | -52.6% | -38.1% |
| 3M | -30.1% | +2.9% | -33.0% | -30.3% |
| 6M | -31.9% | -10.8% | -21.1% | -30.7% |
| YTD | +23.2% | +4.5% | +18.7% | +22.0% |
| 1Y | +26.4% | +19.5% | +6.9% | +22.5% |
| 3Y | +186.2% | +42.2% | +143.9% | +154.1% |
| All | +183.6% | -14.6% | +198.1% | +199.2% |
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