+451.3%
MTSI vs USFD
+369.7%
+81.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.2% | +11.0% | +10.9% |
| 7D | -10.0% | +3.0% | -12.9% | -11.1% |
| 30D | -37.2% | +11.1% | -48.2% | -40.0% |
| 3M | -30.1% | -0.3% | -29.8% | -30.4% |
| 6M | -31.9% | +15.9% | -47.8% | -36.7% |
| YTD | +23.2% | +41.6% | -18.4% | +5.3% |
| 1Y | +26.4% | +49.4% | -23.0% | +5.8% |
| 3Y | +186.2% | +157.8% | +28.3% | +96.0% |
| 5Y | +187.0% | +176.6% | +10.4% | +88.3% |
| All | +451.3% | +369.7% | +81.6% | +183.7% |
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