-29.3%
CPRT vs MTSI
+153.8%
-183.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -18.4% | +17.9% | -0.3% |
| 7D | +9.9% | -24.6% | +34.5% | +10.2% |
| 30D | +21.1% | -45.7% | +66.8% | +22.6% |
| 3M | +12.3% | -27.7% | +40.1% | +12.0% |
| 6M | -2.0% | -37.3% | +35.3% | -2.7% |
| YTD | -17.0% | +11.1% | -28.2% | -24.2% |
| 1Y | -22.5% | +27.2% | -49.7% | -31.1% |
| All | -29.3% | +153.8% | -183.1% | -52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling