-20.1%
CPRT vs MTSI
+38.8%
-58.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.8% | -12.5% | -0.2% |
| 7D | +6.0% | -10.0% | +16.0% | +5.1% |
| 30D | +20.0% | -37.2% | +57.2% | +14.6% |
| 3M | +10.1% | -30.1% | +40.2% | +7.3% |
| 6M | -4.3% | -31.9% | +27.6% | -7.3% |
| YTD | -18.4% | +23.2% | -41.6% | -19.7% |
| 1Y | -20.1% | +26.4% | -46.5% | -21.2% |
| All | -20.1% | +38.8% | -58.9% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling