+1,032.7%
CDNS vs MTSI
+514.0%
+518.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.5% | -7.5% | -5.1% |
| 7D | -14.0% | +1.4% | -15.4% | -14.4% |
| 30D | -13.2% | +2.1% | -15.2% | -14.5% |
| 3M | -28.9% | -29.7% | +0.8% | -22.1% |
| 6M | -4.2% | +12.5% | -16.7% | -11.0% |
| YTD | -6.4% | +57.0% | -63.4% | -22.7% |
| 1Y | -16.2% | +103.9% | -120.1% | -37.1% |
| 3Y | +20.2% | +223.6% | -203.4% | -23.2% |
| 5Y | +76.6% | +321.6% | -244.9% | +2.9% |
| All | +1,032.7% | +514.0% | +518.7% | +407.5% |
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