-5.7%
CPRT vs MTSI
+320.9%
-326.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.0% | -0.2% |
| 7D | +2.2% | +1.4% | +0.8% | +2.0% |
| 30D | +16.6% | +2.1% | +14.6% | +15.5% |
| 3M | +9.6% | -29.7% | +39.3% | +15.4% |
| 6M | -11.1% | +12.5% | -23.7% | -17.4% |
| YTD | -13.9% | +57.0% | -70.9% | -27.2% |
| 1Y | -32.5% | +103.9% | -136.4% | -47.9% |
| 3Y | -25.0% | +223.6% | -248.6% | -54.3% |
| All | -5.7% | +320.9% | -326.6% | -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 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