+856.5%
MTSI vs SYF
+308.6%
+547.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -1.3% | -17.1% | -17.8% |
| 7D | -24.6% | -3.8% | -20.8% | -23.2% |
| 30D | -45.7% | +2.6% | -48.4% | -46.5% |
| 3M | -27.7% | -6.5% | -21.2% | -25.8% |
| 6M | -37.3% | +0.8% | -38.1% | -38.2% |
| YTD | +11.1% | -10.1% | +21.2% | +13.6% |
| 1Y | +27.2% | +0.8% | +26.3% | +23.1% |
| 3Y | +153.7% | +158.8% | -5.2% | +56.2% |
| 5Y | +159.0% | +67.5% | +91.5% | +86.4% |
| 10Y | +405.6% | +230.0% | +175.6% | +133.1% |
| All | +856.5% | +308.6% | +547.9% | +301.4% |
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