+290.0%
SYY vs MTSI
+1,208.2%
-918.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.3% | -11.2% | -2.0% |
| 7D | 0.0% | +7.2% | -7.2% | -1.0% |
| 30D | -2.2% | -18.4% | +16.2% | -0.8% |
| 3M | -8.0% | -16.7% | +8.7% | -7.4% |
| 6M | +7.5% | -31.7% | +39.2% | +9.7% |
| YTD | +7.4% | +45.9% | -38.4% | -0.4% |
| 1Y | +4.9% | +47.0% | -42.1% | -3.1% |
| 3Y | +24.1% | +224.1% | -200.0% | +0.8% |
| 5Y | +13.4% | +238.5% | -225.1% | -10.2% |
| 10Y | +87.5% | +512.7% | -425.2% | +25.6% |
| All | +290.0% | +1,208.2% | -918.2% | +144.0% |
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 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