+444.4%
MTZ vs TSN
+17.5%
+426.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.9% |
| 7D | +12.9% | -0.3% | +13.1% | +12.9% |
| 30D | -8.5% | +11.8% | -20.3% | -13.0% |
| 3M | -30.6% | +7.1% | -37.7% | -33.0% |
| 6M | -55.1% | -9.2% | -45.9% | -53.8% |
| YTD | -13.0% | +4.8% | -17.8% | -16.0% |
| 1Y | -4.3% | +11.6% | -15.9% | -10.2% |
| 3Y | +284.0% | +41.5% | +242.5% | +207.4% |
| 5Y | +97.7% | -15.5% | +113.2% | +99.3% |
| 10Y | +444.4% | +16.9% | +427.5% | +340.3% |
| All | +444.4% | +17.5% | +426.9% | +340.3% |
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 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