-59.8%
MTZ vs TSN
-11.7%
-48.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.7% | +10.3% | +9.4% |
| 7D | -6.4% | +4.6% | -11.1% | -5.3% |
| 30D | -22.1% | +15.4% | -37.5% | -21.4% |
| 3M | -32.7% | +2.9% | -35.6% | -31.8% |
| 6M | -59.8% | -10.8% | -49.0% | -59.2% |
| All | -59.8% | -11.7% | -48.1% | -59.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling