+51.5%
MTSI vs USFD
+48.9%
+2.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.3% | -1.5% |
| 7D | +29.1% | +1.3% | +27.8% | +28.9% |
| 30D | -20.4% | +10.6% | -31.0% | -21.4% |
| 3M | -20.9% | -2.4% | -18.5% | -20.5% |
| 6M | -32.3% | +28.9% | -61.2% | -35.3% |
| YTD | +43.5% | +43.7% | -0.2% | +23.2% |
| All | +51.5% | +48.9% | +2.5% | +26.8% |
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