+159.0%
MTSI vs USFD
+184.3%
-25.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -2.8% | -15.5% | -17.0% |
| 7D | -24.6% | +3.9% | -28.5% | -26.2% |
| 30D | -45.7% | +10.7% | -56.4% | -48.9% |
| 3M | -27.7% | +6.3% | -34.1% | -30.4% |
| 6M | -37.3% | +16.2% | -53.5% | -43.5% |
| YTD | +11.1% | +41.9% | -30.7% | -12.2% |
| 1Y | +27.2% | +44.2% | -17.0% | -1.0% |
| 3Y | +153.7% | +159.8% | -6.1% | +41.5% |
| 5Y | +159.0% | +177.1% | -18.1% | +26.5% |
| All | +159.0% | +184.3% | -25.3% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling