+1,166.2%
CDNS vs MTSI
+465.0%
+701.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.6% | +2.5% | -1.4% |
| 7D | +1.0% | +10.0% | -9.0% | -2.2% |
| 30D | -2.0% | -20.3% | +18.4% | +3.8% |
| 3M | -0.2% | -24.4% | +24.2% | +6.2% |
| 6M | -8.9% | -39.2% | +30.3% | +1.8% |
| YTD | +3.3% | +35.5% | -32.1% | -12.5% |
| 1Y | +2.2% | +43.0% | -40.8% | -15.1% |
| 3Y | +22.4% | +196.3% | -173.9% | -21.3% |
| 5Y | +78.0% | +210.0% | -132.0% | +10.7% |
| All | +1,166.2% | +465.0% | +701.2% | +458.6% |
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