+391.5%
TSCO vs MTSI
+1,308.1%
-916.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.3% | +0.7% |
| 7D | +0.8% | +1.4% | -0.6% | +0.6% |
| 30D | +5.5% | +2.1% | +3.4% | +4.8% |
| 3M | +20.0% | -29.7% | +49.7% | +24.0% |
| 6M | -29.8% | +12.5% | -42.3% | -32.3% |
| YTD | -28.7% | +57.0% | -85.7% | -34.5% |
| 1Y | -40.9% | +103.9% | -144.8% | -47.9% |
| 3Y | -15.9% | +223.6% | -239.5% | -32.0% |
| 5Y | -3.5% | +321.6% | -325.0% | -25.8% |
| 10Y | +142.2% | +517.7% | -375.5% | +59.1% |
| All | +391.5% | +1,308.1% | -916.6% | +181.2% |
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