+157.9%
MTZ vs TSN
-22.4%
+180.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.2% |
| 7D | -1.6% | -6.3% | +4.7% | -0.4% |
| 30D | -11.1% | -10.8% | -0.3% | -9.2% |
| 3M | -36.7% | -8.8% | -27.9% | -35.6% |
| 6M | -21.9% | -16.8% | -5.1% | -19.3% |
| YTD | +9.1% | -10.0% | +19.1% | +11.1% |
| 1Y | +30.0% | -5.3% | +35.2% | +30.8% |
| 3Y | +138.5% | +8.5% | +129.9% | +122.6% |
| All | +157.9% | -22.4% | +180.3% | +163.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling