+44.1%
CSGP vs MTSI
+514.0%
-469.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.5% | -5.9% | -3.0% |
| 7D | -4.1% | +1.4% | -5.5% | -4.3% |
| 30D | +2.3% | +2.1% | +0.2% | +1.1% |
| 3M | -8.2% | -29.7% | +21.6% | -4.5% |
| 6M | -35.1% | +12.5% | -47.6% | -39.2% |
| YTD | -54.0% | +57.0% | -111.1% | -60.1% |
| 1Y | -65.3% | +103.9% | -169.2% | -71.8% |
| 3Y | -62.6% | +223.6% | -286.1% | -73.3% |
| 5Y | -64.8% | +321.6% | -386.4% | -76.7% |
| All | +44.1% | +514.0% | -469.9% | -26.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling