+410.6%
TSCO vs MTSI
+1,004.6%
-594.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.8% | -11.5% | -1.9% |
| 7D | +7.1% | -10.0% | +17.1% | +7.9% |
| 30D | +11.8% | -37.2% | +49.0% | +16.8% |
| 3M | +7.4% | -30.1% | +37.4% | +10.1% |
| 6M | +13.4% | -31.9% | +45.3% | +15.2% |
| YTD | -25.9% | +23.2% | -49.1% | -30.9% |
| 1Y | -29.9% | +26.4% | -56.3% | -35.0% |
| 3Y | -3.4% | +186.2% | -189.5% | -22.0% |
| 5Y | -9.4% | +187.0% | -196.4% | -28.1% |
| 10Y | +227.1% | +460.4% | -233.3% | +113.6% |
| All | +410.6% | +1,004.6% | -594.0% | +196.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling