+1,235.1%
CDNS vs MTSI
+454.4%
+780.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -1.0% |
| 7D | +2.4% | -3.8% | +6.3% | +3.1% |
| 30D | -6.0% | -31.4% | +25.4% | +4.3% |
| 3M | -0.1% | -23.8% | +23.7% | +6.3% |
| 6M | -8.6% | -37.1% | +28.5% | +1.3% |
| YTD | +6.1% | +32.2% | -26.1% | -9.3% |
| 1Y | +0.8% | +26.9% | -26.1% | -12.8% |
| 3Y | +26.8% | +193.7% | -167.0% | -18.0% |
| 5Y | +86.9% | +218.0% | -131.2% | +15.8% |
| 10Y | +1,235.1% | +477.8% | +757.3% | +487.5% |
| All | +1,235.1% | +454.4% | +780.7% | +487.5% |
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