+85.8%
CDNS vs MTSI
+247.2%
-161.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.3% | -11.0% | -4.7% |
| 7D | -0.1% | +7.2% | -7.3% | -3.8% |
| 30D | -5.5% | -18.4% | +12.9% | +0.5% |
| 3M | +0.5% | -16.7% | +17.2% | +4.4% |
| 6M | -9.6% | -31.7% | +22.1% | -0.6% |
| YTD | +5.3% | +45.9% | -40.5% | -21.3% |
| 1Y | +3.4% | +47.0% | -43.6% | -23.3% |
| 3Y | +25.9% | +224.1% | -198.2% | -42.3% |
| 5Y | +85.8% | +238.5% | -152.7% | -18.9% |
| All | +85.8% | +247.2% | -161.4% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling