-32.8%
TSCO vs MTSI
+45.5%
-78.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +10.3% | -12.3% | -1.1% |
| 7D | +0.4% | +7.2% | -6.7% | +1.2% |
| 30D | +9.8% | -18.4% | +28.3% | +8.9% |
| 3M | +4.8% | -16.7% | +21.5% | +4.5% |
| 6M | +23.3% | -31.7% | +55.0% | +21.1% |
| YTD | -25.1% | +45.9% | -71.0% | -25.9% |
| All | -32.8% | +45.5% | -78.3% | -33.9% |
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