+258.1%
MTZ vs TSN
+42.3%
+215.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.7% | +10.3% | +9.5% |
| 7D | -6.4% | +4.6% | -11.1% | -6.1% |
| 30D | -22.1% | +15.4% | -37.5% | -21.8% |
| 3M | -32.7% | +2.9% | -35.6% | -32.4% |
| 6M | -59.8% | -10.8% | -49.0% | -59.6% |
| YTD | -19.9% | +4.5% | -24.4% | -18.8% |
| 1Y | -11.5% | +19.5% | -31.0% | -9.2% |
| 3Y | +258.1% | +42.2% | +215.9% | +235.2% |
| All | +258.1% | +42.3% | +215.8% | +235.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling