+468.8%
MTSI vs SYF
+178.4%
+290.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -5.9% |
| 7D | +10.0% | -2.0% | +12.0% | +10.9% |
| 30D | -20.3% | +1.2% | -21.5% | -21.0% |
| 3M | -24.4% | -9.4% | -15.1% | -21.5% |
| 6M | -39.2% | +4.4% | -43.6% | -40.9% |
| YTD | +35.5% | -11.9% | +47.4% | +39.5% |
| 1Y | +43.0% | -0.4% | +43.4% | +39.2% |
| 3Y | +196.3% | +159.6% | +36.7% | +84.6% |
| 5Y | +210.0% | +60.9% | +149.1% | +128.9% |
| All | +468.8% | +178.4% | +290.3% | +210.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 10y: compounded portfolio wealth divided by compounded SYF 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…
10y analysis · Full analysis span regression · 6 months rolling