+559.7%
SYK vs MTSI
+1,308.1%
-748.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.0% | -2.0% |
| 7D | -8.3% | +1.4% | -9.7% | -8.5% |
| 30D | -10.1% | +2.1% | -12.1% | -10.7% |
| 3M | +0.9% | -29.7% | +30.6% | +4.5% |
| 6M | -20.2% | +12.5% | -32.7% | -23.5% |
| YTD | -13.3% | +57.0% | -70.3% | -21.3% |
| 1Y | -22.3% | +103.9% | -126.3% | -32.8% |
| 3Y | +9.7% | +223.6% | -213.8% | -14.1% |
| 5Y | +15.4% | +321.6% | -306.1% | -14.6% |
| 10Y | +192.9% | +517.7% | -324.8% | +83.9% |
| All | +559.7% | +1,308.1% | -748.4% | +270.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling