+78.5%
CDNS vs MTSI
+183.3%
-104.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.8% | -8.1% | -1.5% |
| 7D | -2.4% | -10.0% | +7.6% | +0.7% |
| 30D | -10.2% | -37.2% | +27.0% | +6.1% |
| 3M | -5.5% | -30.1% | +24.6% | +5.5% |
| 6M | -9.9% | -31.9% | +22.0% | -1.8% |
| YTD | +2.3% | +23.2% | -20.8% | -18.1% |
| 1Y | -1.4% | +26.4% | -27.8% | -22.4% |
| 3Y | +28.1% | +186.2% | -158.1% | -38.5% |
| All | +78.5% | +183.3% | -104.8% | -16.2% |
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