+30.0%
MTZ vs TSN
-5.8%
+35.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.2% |
| 7D | -1.6% | -6.3% | +4.7% | -0.9% |
| 30D | -11.1% | -10.8% | -0.3% | -9.9% |
| 3M | -36.7% | -8.8% | -27.9% | -35.5% |
| 6M | -21.9% | -16.8% | -5.1% | -19.9% |
| YTD | +9.1% | -10.0% | +19.1% | +13.6% |
| 1Y | +30.0% | -5.3% | +35.2% | +35.3% |
| All | +30.0% | -5.8% | +35.8% | +35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling