+492.6%
MTZ vs TSN
+13.2%
+479.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.3% | +8.3% | +8.5% |
| 7D | -2.4% | +4.9% | -7.3% | -4.6% |
| 30D | -11.1% | +12.1% | -23.2% | -15.4% |
| 3M | -30.6% | +4.1% | -34.7% | -32.2% |
| 6M | -54.4% | -10.9% | -43.5% | -52.7% |
| YTD | -13.0% | +4.8% | -17.8% | -16.1% |
| 1Y | -5.7% | +17.6% | -23.3% | -13.4% |
| 3Y | +297.2% | +43.2% | +253.9% | +216.9% |
| 5Y | +95.9% | -13.9% | +109.8% | +95.5% |
| 10Y | +492.6% | +11.8% | +480.8% | +382.0% |
| All | +492.6% | +13.2% | +479.5% | +382.0% |
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