+192.6%
TSCO vs MTSI
+571.2%
-378.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.1% | -7.8% | -4.1% |
| 7D | -2.5% | +11.1% | -13.6% | -3.6% |
| 30D | -1.1% | -3.7% | +2.6% | -0.9% |
| 3M | +14.3% | -20.2% | +34.5% | +16.3% |
| 6M | -31.9% | +30.8% | -62.7% | -35.5% |
| YTD | -30.7% | +67.0% | -97.7% | -36.6% |
| 1Y | -41.1% | +120.4% | -161.5% | -48.4% |
| 3Y | -17.1% | +260.4% | -277.5% | -33.6% |
| 5Y | -7.5% | +356.3% | -363.8% | -29.3% |
| 10Y | +192.6% | +581.1% | -388.5% | +81.2% |
| All | +192.6% | +571.2% | -378.6% | +81.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling