+24.3%
SYY vs MTSI
+226.9%
-202.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.3% | -11.2% | -1.0% |
| 7D | 0.0% | +7.2% | -7.2% | -0.1% |
| 30D | -2.2% | -18.4% | +16.2% | -2.1% |
| 3M | -8.0% | -16.7% | +8.7% | -8.0% |
| 6M | +7.5% | -31.7% | +39.2% | +8.0% |
| YTD | +7.4% | +45.9% | -38.4% | +5.2% |
| 1Y | +4.9% | +47.0% | -42.1% | +2.7% |
| All | +24.3% | +226.9% | -202.6% | +14.0% |
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