+0.8%
CDNS vs MTSI
+30.7%
-29.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -1.1% |
| 7D | +2.4% | -3.8% | +6.3% | +2.9% |
| 30D | -6.0% | -31.4% | +25.4% | +0.8% |
| 3M | -0.1% | -23.8% | +23.7% | +4.2% |
| 6M | -8.6% | -37.1% | +28.5% | -2.0% |
| YTD | +6.1% | +32.2% | -26.1% | -4.0% |
| 1Y | +0.8% | +26.9% | -26.1% | -7.3% |
| All | +0.8% | +30.7% | -29.9% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling