+432.7%
MTSI vs USFD
+340.6%
+92.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -2.8% | -15.5% | -17.3% |
| 7D | -24.6% | +3.9% | -28.5% | -25.8% |
| 30D | -45.7% | +10.7% | -56.4% | -48.0% |
| 3M | -27.7% | +6.3% | -34.1% | -29.7% |
| 6M | -37.3% | +16.2% | -53.5% | -41.7% |
| YTD | +11.1% | +41.9% | -30.7% | -4.9% |
| 1Y | +27.2% | +44.2% | -17.0% | +7.8% |
| 3Y | +153.7% | +159.8% | -6.1% | +73.7% |
| 5Y | +159.0% | +177.1% | -18.1% | +70.4% |
| 10Y | +405.6% | +376.2% | +29.4% | +163.6% |
| All | +432.7% | +340.6% | +92.1% | +177.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling