-5.4%
SYK vs MTSI
+257.2%
-262.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -0.5% |
| 7D | -11.8% | +11.1% | -22.9% | -12.1% |
| 30D | -20.4% | -3.7% | -16.7% | -20.3% |
| 3M | -12.1% | -20.2% | +8.2% | -11.2% |
| 6M | -24.3% | +30.8% | -55.1% | -27.6% |
| YTD | -21.2% | +67.0% | -88.3% | -26.7% |
| 1Y | -29.2% | +120.4% | -149.6% | -36.9% |
| All | -5.4% | +257.2% | -262.6% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling