+218.0%
MTSI vs USFD
+208.7%
+9.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -3.8% | +8.4% | -12.2% | -7.5% |
| 30D | -31.4% | +12.7% | -44.1% | -36.0% |
| 3M | -23.8% | +1.1% | -24.9% | -24.7% |
| 6M | -37.1% | +30.2% | -67.2% | -46.5% |
| YTD | +32.2% | +45.8% | -13.6% | +2.8% |
| 1Y | +26.9% | +51.9% | -25.0% | -3.9% |
| 3Y | +193.7% | +158.5% | +35.3% | +63.1% |
| 5Y | +218.0% | +208.0% | +10.0% | +52.8% |
| All | +218.0% | +208.7% | +9.3% | +52.8% |
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 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