+320.4%
MTSI vs USFD
+215.8%
+104.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +3.6% |
| 7D | +1.4% | -3.0% | +4.4% | +3.0% |
| 30D | +2.1% | +3.5% | -1.4% | +0.6% |
| 3M | -29.7% | +26.6% | -56.3% | -38.6% |
| 6M | +12.5% | +11.7% | +0.8% | +4.7% |
| YTD | +57.0% | +38.1% | +18.9% | +27.8% |
| 1Y | +103.9% | +33.4% | +70.5% | +68.3% |
| 3Y | +223.6% | +155.8% | +67.8% | +87.0% |
| All | +320.4% | +215.8% | +104.5% | +116.3% |
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