+28.9%
MTSI vs USFD
+49.7%
-20.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.1% | +5.9% | +8.6% |
| 7D | +3.5% | +3.9% | -0.4% | +3.3% |
| 30D | -30.3% | +12.8% | -43.2% | -31.4% |
| 3M | -26.0% | +1.0% | -27.0% | -26.0% |
| 6M | -36.1% | +30.3% | -66.4% | -39.2% |
| YTD | +34.3% | +46.0% | -11.7% | +13.2% |
| All | +28.9% | +49.7% | -20.8% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling