-37.3%
MTSI vs USFD
+16.9%
-54.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -2.8% | -15.5% | -19.0% |
| 7D | -24.6% | +3.9% | -28.5% | -23.4% |
| 30D | -45.7% | +10.7% | -56.4% | -44.2% |
| 3M | -27.7% | +6.3% | -34.1% | -26.7% |
| 6M | -37.3% | +16.2% | -53.5% | -29.0% |
| All | -37.3% | +16.9% | -54.2% | -29.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling