+477.8%
MTSI vs SYF
+196.3%
+281.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.5% | -0.6% |
| 7D | -3.8% | -4.2% | +0.4% | -2.0% |
| 30D | -31.4% | -1.1% | -30.3% | -31.3% |
| 3M | -23.8% | -7.9% | -15.9% | -21.3% |
| 6M | -37.1% | -1.1% | -36.0% | -37.5% |
| YTD | +32.2% | -12.6% | +44.8% | +36.6% |
| 1Y | +26.9% | -2.4% | +29.3% | +24.7% |
| 3Y | +193.7% | +156.6% | +37.1% | +83.9% |
| 5Y | +218.0% | +61.9% | +156.2% | +134.2% |
| 10Y | +477.8% | +186.5% | +291.3% | +217.3% |
| All | +477.8% | +196.3% | +281.5% | +217.3% |
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