+366.4%
CPRT vs MTSI
+508.4%
-142.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.3% | -10.7% | -2.0% |
| 7D | -1.4% | +7.2% | -8.6% | -3.0% |
| 30D | +21.5% | -18.4% | +39.9% | +23.9% |
| 3M | +9.4% | -16.7% | +26.1% | +10.1% |
| 6M | -3.3% | -31.7% | +28.4% | -0.9% |
| YTD | -17.8% | +45.9% | -63.7% | -28.7% |
| 1Y | -22.2% | +47.0% | -69.2% | -32.8% |
| 3Y | -34.0% | +224.1% | -258.1% | -53.8% |
| 5Y | -15.4% | +238.5% | -254.0% | -42.6% |
| All | +366.4% | +508.4% | -142.0% | +137.6% |
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