+1,251.5%
MTSI vs SYF
+340.9%
+910.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.4% |
| 7D | +1.4% | +2.4% | -1.0% | +0.3% |
| 30D | +2.1% | +0.8% | +1.2% | +1.6% |
| 3M | -29.7% | +13.4% | -43.1% | -33.9% |
| 6M | +12.5% | +16.3% | -3.8% | +4.3% |
| YTD | +57.0% | -3.0% | +60.0% | +55.7% |
| 1Y | +103.9% | +5.7% | +98.2% | +93.9% |
| 3Y | +223.6% | +160.1% | +63.5% | +98.9% |
| 5Y | +321.6% | +88.5% | +233.0% | +187.8% |
| 10Y | +517.7% | +263.1% | +254.6% | +172.3% |
| All | +1,251.5% | +340.9% | +910.6% | +450.2% |
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