-22.3%
SYK vs MTSI
+105.1%
-127.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.0% | -1.3% |
| 7D | -8.3% | +1.4% | -9.7% | -8.2% |
| 30D | -10.1% | +2.1% | -12.1% | -9.8% |
| 3M | +0.9% | -29.7% | +30.6% | -0.3% |
| 6M | -20.2% | +12.5% | -32.7% | -21.3% |
| YTD | -13.3% | +57.0% | -70.3% | -12.6% |
| 1Y | -22.3% | +103.9% | -126.3% | -22.1% |
| All | -22.3% | +105.1% | -127.4% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1y: compounded portfolio wealth divided by compounded MTSI 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…
1y analysis · Full analysis span regression · 6 months rolling