+960.2%
MTSI vs SYF
+306.8%
+653.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.4% | +11.3% | +11.0% |
| 7D | -10.0% | -2.1% | -7.9% | -9.1% |
| 30D | -37.2% | +2.5% | -39.7% | -38.1% |
| 3M | -30.1% | -6.3% | -23.8% | -28.3% |
| 6M | -31.9% | -1.5% | -30.4% | -32.2% |
| YTD | +23.2% | -10.5% | +33.7% | +26.1% |
| 1Y | +26.4% | +1.5% | +24.9% | +22.0% |
| 3Y | +186.2% | +163.3% | +22.9% | +74.8% |
| 5Y | +187.0% | +66.8% | +120.3% | +107.0% |
| 10Y | +460.4% | +228.5% | +231.9% | +158.8% |
| All | +960.2% | +306.8% | +653.4% | +345.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling