-40.9%
TSCO vs MTSI
+105.1%
-146.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.3% | +1.3% |
| 7D | +0.8% | +1.4% | -0.6% | +0.8% |
| 30D | +5.5% | +2.1% | +3.4% | +5.6% |
| 3M | +20.0% | -29.7% | +49.7% | +17.8% |
| 6M | -29.8% | +12.5% | -42.3% | -31.3% |
| YTD | -28.7% | +57.0% | -85.7% | -29.8% |
| 1Y | -40.9% | +103.9% | -144.8% | -42.6% |
| All | -40.9% | +105.1% | -146.0% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1y: compounded portfolio wealth divided by compounded MTSI 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…
1y analysis · Full analysis span regression · 6 months rolling