+2,274.1%
MTZ vs TSN
+1,049.6%
+1,224.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.7% | +10.3% | +9.7% |
| 7D | -6.4% | +4.6% | -11.1% | -7.8% |
| 30D | -22.1% | +15.4% | -37.5% | -25.2% |
| 3M | -32.7% | +2.9% | -35.6% | -33.5% |
| 6M | -59.8% | -10.8% | -49.0% | -58.9% |
| YTD | -19.9% | +4.5% | -24.4% | -21.6% |
| 1Y | -11.5% | +19.5% | -31.0% | -16.3% |
| 3Y | +258.1% | +42.2% | +215.9% | +216.7% |
| 5Y | +85.5% | -14.2% | +99.7% | +85.4% |
| 10Y | +492.2% | +15.4% | +476.8% | +441.7% |
| All | +2,274.1% | +1,049.6% | +1,224.5% | +1,183.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling