-15.9%
CPRT vs MTSI
+208.2%
-224.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.0% | -7.5% | +0.5% |
| 7D | +1.6% | +3.5% | -1.9% | +0.8% |
| 30D | +18.8% | -30.3% | +49.1% | +23.7% |
| 3M | +9.4% | -26.0% | +35.4% | +12.0% |
| 6M | -4.4% | -36.1% | +31.7% | -1.1% |
| YTD | -17.1% | +34.3% | -51.4% | -29.6% |
| 1Y | -19.9% | +35.3% | -55.2% | -32.4% |
| 3Y | -30.5% | +217.6% | -248.1% | -59.7% |
| 5Y | -15.9% | +210.1% | -226.0% | -53.8% |
| All | -15.9% | +208.2% | -224.1% | -53.8% |
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