+1,242.9%
CDNS vs MTSI
+512.4%
+730.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +9.0% | -3.8% | +2.4% |
| 7D | +2.1% | +3.5% | -1.4% | +0.3% |
| 30D | -4.6% | -30.3% | +25.7% | +5.3% |
| 3M | -0.8% | -26.0% | +25.2% | +6.5% |
| 6M | -7.2% | -36.1% | +28.9% | +2.3% |
| YTD | +7.7% | +34.3% | -26.6% | -8.4% |
| 1Y | +3.5% | +35.3% | -31.7% | -12.3% |
| 3Y | +31.2% | +217.6% | -186.4% | -17.1% |
| 5Y | +84.5% | +210.1% | -125.6% | +15.0% |
| 10Y | +1,242.9% | +471.4% | +771.5% | +488.7% |
| All | +1,242.9% | +512.4% | +730.5% | +488.7% |
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