+392.8%
CPRT vs MTSI
+448.7%
-55.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.8% | -12.5% | -3.3% |
| 7D | +6.0% | -10.0% | +16.0% | +7.2% |
| 30D | +20.0% | -37.2% | +57.2% | +27.8% |
| 3M | +10.1% | -30.1% | +40.2% | +14.0% |
| 6M | -4.3% | -31.9% | +27.6% | -2.6% |
| YTD | -18.4% | +23.2% | -41.6% | -27.2% |
| 1Y | -20.1% | +26.4% | -46.5% | -29.3% |
| 3Y | -30.4% | +186.2% | -216.6% | -50.4% |
| 5Y | -17.0% | +187.0% | -204.0% | -42.1% |
| All | +392.8% | +448.7% | -55.9% | +156.4% |
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