+224.1%
SYK vs MTSI
+465.0%
-240.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.6% | +4.7% | -0.2% |
| 7D | -5.0% | +10.0% | -15.0% | -6.3% |
| 30D | +9.9% | -20.3% | +30.3% | +12.2% |
| 3M | -8.9% | -24.4% | +15.5% | -7.1% |
| 6M | +3.1% | -39.2% | +42.3% | +7.2% |
| YTD | -11.1% | +35.5% | -46.6% | -20.0% |
| 1Y | -16.2% | +43.0% | -59.2% | -25.4% |
| 3Y | +13.2% | +196.3% | -183.1% | -14.7% |
| 5Y | +23.5% | +210.0% | -186.6% | -9.7% |
| All | +224.1% | +465.0% | -240.9% | +87.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling