+514.9%
MTSI vs USFD
+321.9%
+193.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +3.6% |
| 7D | +1.4% | -3.0% | +4.4% | +2.6% |
| 30D | +2.1% | +3.5% | -1.4% | +1.0% |
| 3M | -29.7% | +26.6% | -56.3% | -36.2% |
| 6M | +12.5% | +11.7% | +0.8% | +6.8% |
| YTD | +57.0% | +38.1% | +18.9% | +36.4% |
| 1Y | +103.9% | +33.4% | +70.5% | +78.9% |
| 3Y | +223.6% | +155.8% | +67.8% | +123.2% |
| 5Y | +321.6% | +214.0% | +107.5% | +166.6% |
| All | +514.9% | +321.9% | +193.0% | +213.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling