+289.6%
SYY vs MTSI
+1,004.6%
-715.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.8% | -8.7% | +1.0% |
| 7D | -7.3% | -10.0% | +2.7% | -6.5% |
| 30D | +0.1% | -37.2% | +37.3% | +4.4% |
| 3M | -8.2% | -30.1% | +21.8% | -5.8% |
| 6M | +6.3% | -31.9% | +38.2% | +8.2% |
| YTD | +7.3% | +23.2% | -15.9% | +1.3% |
| 1Y | +8.5% | +26.4% | -17.9% | +1.9% |
| 3Y | +24.9% | +186.2% | -161.2% | +2.8% |
| 5Y | +8.0% | +187.0% | -179.0% | -12.8% |
| 10Y | +107.2% | +460.4% | -353.2% | +40.6% |
| All | +289.6% | +1,004.6% | -715.1% | +148.4% |
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