+39.3%
MTZ vs TSN
-3.0%
+42.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +3.6% |
| 7D | +3.6% | -5.0% | +8.6% | +4.1% |
| 30D | -9.6% | -9.1% | -0.6% | -8.7% |
| 3M | -31.9% | -7.4% | -24.5% | -30.8% |
| 6M | -13.8% | -13.4% | -0.4% | -11.7% |
| YTD | +13.3% | -8.5% | +21.7% | +17.8% |
| 1Y | +39.3% | -3.2% | +42.5% | +45.5% |
| All | +39.3% | -3.0% | +42.2% | +45.5% |
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