+502.4%
MTSI vs USFD
+359.1%
+143.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.3% | -1.1% |
| 7D | +29.1% | +1.3% | +27.8% | +28.6% |
| 30D | -20.4% | +10.6% | -31.0% | -23.7% |
| 3M | -20.9% | -2.4% | -18.5% | -20.6% |
| 6M | -32.3% | +28.9% | -61.2% | -39.3% |
| YTD | +43.5% | +43.7% | -0.2% | +22.1% |
| 1Y | +43.8% | +48.5% | -4.7% | +20.8% |
| 3Y | +218.8% | +154.7% | +64.0% | +119.3% |
| 5Y | +228.3% | +218.4% | +10.0% | +106.3% |
| All | +502.4% | +359.1% | +143.3% | +216.7% |
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