-18.7%
CPRT vs MTSI
+206.4%
-225.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.0% | +0.1% |
| 7D | -0.4% | +10.0% | -10.4% | -1.6% |
| 30D | +21.2% | -20.3% | +41.5% | +23.6% |
| 3M | +8.3% | -24.4% | +32.7% | +10.5% |
| 6M | -3.4% | -39.2% | +35.8% | +1.2% |
| YTD | -18.7% | +35.5% | -54.2% | -31.1% |
| 1Y | -23.5% | +43.0% | -66.6% | -36.4% |
| 3Y | -34.2% | +196.3% | -230.4% | -60.6% |
| All | -18.7% | +206.4% | -225.1% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling