+739.9%
MTZ vs TSN
-9.5%
+749.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +3.1% |
| 7D | +3.6% | -5.0% | +8.6% | +5.5% |
| 30D | -9.6% | -9.1% | -0.6% | -6.3% |
| 3M | -31.9% | -7.4% | -24.5% | -30.0% |
| 6M | -13.8% | -13.4% | -0.4% | -9.6% |
| YTD | +13.3% | -8.5% | +21.7% | +16.0% |
| 1Y | +39.3% | -3.2% | +42.5% | +38.8% |
| 3Y | +168.3% | +11.5% | +156.9% | +141.0% |
| 5Y | +166.4% | -19.5% | +185.9% | +172.1% |
| 10Y | +739.9% | -9.1% | +749.0% | +651.4% |
| All | +739.9% | -9.5% | +749.4% | +651.4% |
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 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