+193.7%
MTSI vs SYF
+159.3%
+34.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.5% | -0.7% |
| 7D | -3.8% | -4.2% | +0.4% | -2.1% |
| 30D | -31.4% | -1.1% | -30.3% | -31.3% |
| 3M | -23.8% | -7.9% | -15.9% | -21.4% |
| 6M | -37.1% | -1.1% | -36.0% | -37.5% |
| YTD | +32.2% | -12.6% | +44.8% | +36.5% |
| 1Y | +26.9% | -2.4% | +29.3% | +23.5% |
| 3Y | +193.7% | +156.6% | +37.1% | +102.1% |
| All | +193.7% | +159.3% | +34.4% | +102.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling