+4.7%
SYK vs MTSI
+359.4%
-354.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -0.9% |
| 7D | -11.8% | +11.1% | -22.9% | -12.9% |
| 30D | -20.4% | -3.7% | -16.7% | -20.2% |
| 3M | -12.1% | -20.2% | +8.2% | -10.3% |
| 6M | -24.3% | +30.8% | -55.1% | -30.0% |
| YTD | -21.2% | +67.0% | -88.3% | -31.0% |
| 1Y | -29.2% | +120.4% | -149.6% | -42.1% |
| 3Y | -2.1% | +260.4% | -262.5% | -33.6% |
| 5Y | +4.7% | +356.3% | -351.5% | -37.4% |
| All | +4.7% | +359.4% | -354.7% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling