+14.3%
SYY vs MTSI
+231.3%
-216.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.8% |
| 7D | +1.3% | +29.1% | -27.8% | -0.4% |
| 30D | -3.5% | -20.4% | +16.9% | -2.4% |
| 3M | -9.3% | -20.9% | +11.6% | -8.5% |
| 6M | +5.9% | -32.3% | +38.2% | +7.7% |
| YTD | +6.5% | +43.5% | -37.0% | -0.7% |
| 1Y | +4.0% | +43.8% | -39.8% | -3.1% |
| 3Y | +23.0% | +218.8% | -195.8% | -2.9% |
| 5Y | +14.3% | +228.3% | -214.0% | -17.1% |
| All | +14.3% | +231.3% | -216.9% | -17.1% |
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