-15.6%
CPRT vs MTSI
+153.3%
-168.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -18.4% | +17.9% | +1.8% |
| 7D | +9.9% | -24.6% | +34.5% | +13.4% |
| 30D | +21.1% | -45.7% | +66.8% | +30.2% |
| 3M | +12.3% | -27.7% | +40.1% | +14.2% |
| 6M | -2.0% | -37.3% | +35.3% | -0.3% |
| YTD | -17.0% | +11.1% | -28.2% | -27.9% |
| 1Y | -22.5% | +27.2% | -49.7% | -35.7% |
| 3Y | -29.3% | +153.7% | -182.9% | -57.3% |
| 5Y | -15.6% | +159.0% | -174.6% | -52.7% |
| All | -15.6% | +153.3% | -168.9% | -52.7% |
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