+28.9%
MTSI vs SYF
+0.6%
+28.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.7% | +9.7% | +9.1% |
| 7D | +3.5% | -4.7% | +8.2% | +4.0% |
| 30D | -30.3% | +0.6% | -30.9% | -30.4% |
| 3M | -26.0% | -6.8% | -19.2% | -25.3% |
| 6M | -36.1% | +0.5% | -36.6% | -36.0% |
| YTD | +34.3% | -11.1% | +45.4% | +22.1% |
| All | +28.9% | +0.6% | +28.3% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling