+416.1%
TSCO vs MTSI
+1,208.2%
-792.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +10.3% | -12.3% | -3.1% |
| 7D | +0.4% | +7.2% | -6.7% | -0.7% |
| 30D | +9.8% | -18.4% | +28.3% | +11.4% |
| 3M | +4.8% | -16.7% | +21.5% | +5.4% |
| 6M | +23.3% | -31.7% | +55.0% | +25.7% |
| YTD | -25.1% | +45.9% | -71.0% | -31.5% |
| 1Y | -32.7% | +47.0% | -79.7% | -38.7% |
| 3Y | -2.0% | +224.1% | -226.0% | -21.9% |
| 5Y | -7.8% | +238.5% | -246.3% | -28.3% |
| 10Y | +203.2% | +512.7% | -309.6% | +96.4% |
| All | +416.1% | +1,208.2% | -792.1% | +193.7% |
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