+88.9%
SYY vs MTSI
+454.4%
-365.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | -0.8% |
| 7D | +4.7% | -3.8% | +8.6% | +4.9% |
| 30D | -0.7% | -31.4% | +30.7% | +3.1% |
| 3M | -6.8% | -23.8% | +17.0% | -5.0% |
| 6M | +8.6% | -37.1% | +45.7% | +12.2% |
| YTD | +8.4% | +32.2% | -23.8% | +0.4% |
| 1Y | +7.1% | +26.9% | -19.8% | -0.4% |
| 3Y | +25.2% | +193.7% | -168.5% | -0.8% |
| 5Y | +13.0% | +218.0% | -205.1% | -13.8% |
| 10Y | +88.9% | +477.8% | -388.9% | +17.7% |
| All | +88.9% | +454.4% | -365.5% | +17.7% |
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