+386.7%
CPRT vs MTSI
+512.4%
-125.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.0% | -7.5% | +0.2% |
| 7D | +1.6% | +3.5% | -1.9% | +0.5% |
| 30D | +18.8% | -30.3% | +49.1% | +24.4% |
| 3M | +9.4% | -26.0% | +35.4% | +12.3% |
| 6M | -4.4% | -36.1% | +31.7% | -1.0% |
| YTD | -17.1% | +34.3% | -51.4% | -27.1% |
| 1Y | -19.9% | +35.3% | -55.2% | -29.9% |
| 3Y | -30.5% | +217.6% | -248.1% | -51.4% |
| 5Y | -15.9% | +210.1% | -226.0% | -42.1% |
| 10Y | +386.7% | +471.4% | -84.7% | +149.9% |
| All | +386.7% | +512.4% | -125.7% | +149.9% |
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 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