-2.9%
TSCO vs MTSI
+331.9%
-334.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.6% |
| 7D | +1.7% | +4.9% | -3.2% | +1.1% |
| 30D | +2.8% | -11.6% | +14.4% | +4.1% |
| 3M | +17.9% | -24.1% | +42.0% | +21.0% |
| 6M | -28.6% | +32.4% | -61.0% | -33.8% |
| YTD | -28.0% | +60.4% | -88.5% | -35.8% |
| 1Y | -39.9% | +111.0% | -150.8% | -49.5% |
| 3Y | -14.0% | +246.1% | -260.1% | -38.4% |
| 5Y | -2.9% | +340.3% | -343.2% | -38.8% |
| All | -2.9% | +331.9% | -334.8% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling