+471.4%
MTSI vs SYF
+218.0%
+253.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.7% | +9.7% | +9.3% |
| 7D | +3.5% | -4.7% | +8.2% | +5.7% |
| 30D | -30.3% | +0.6% | -30.9% | -30.7% |
| 3M | -26.0% | -6.8% | -19.2% | -24.0% |
| 6M | -36.1% | +0.5% | -36.6% | -36.9% |
| YTD | +34.3% | -11.1% | +45.4% | +37.8% |
| 1Y | +35.3% | +1.3% | +34.0% | +30.8% |
| 3Y | +217.6% | +164.6% | +53.0% | +96.8% |
| 5Y | +210.1% | +65.2% | +144.9% | +126.7% |
| 10Y | +471.4% | +204.6% | +266.8% | +228.5% |
| All | +471.4% | +218.0% | +253.5% | +228.5% |
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