+74.8%
MTZ vs TSN
-14.6%
+89.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.7% | +10.3% | +9.6% |
| 7D | -6.4% | +4.6% | -11.1% | -7.2% |
| 30D | -22.1% | +15.4% | -37.5% | -24.1% |
| 3M | -32.7% | +2.9% | -35.6% | -33.1% |
| 6M | -59.8% | -10.8% | -49.0% | -59.0% |
| YTD | -19.9% | +4.5% | -24.4% | -20.7% |
| 1Y | -11.5% | +19.5% | -31.0% | -14.6% |
| 3Y | +258.1% | +42.2% | +215.9% | +211.7% |
| All | +74.8% | -14.6% | +89.3% | +80.8% |
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