+196.8%
TSCO vs MTSI
+465.0%
-268.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.1% | +0.1% |
| 7D | +0.3% | +10.0% | -9.7% | -0.8% |
| 30D | +11.3% | -20.3% | +31.7% | +13.0% |
| 3M | +1.5% | -24.4% | +25.9% | +3.0% |
| 6M | +24.0% | -39.2% | +63.1% | +27.8% |
| YTD | -25.7% | +35.5% | -61.2% | -31.4% |
| 1Y | -33.6% | +43.0% | -76.6% | -39.2% |
| 3Y | -1.5% | +196.3% | -197.8% | -20.4% |
| 5Y | -9.6% | +210.0% | -219.6% | -28.8% |
| All | +196.8% | +465.0% | -268.2% | +89.3% |
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