+199.4%
CTVA vs MTSI
+1,413.5%
-1,214.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.8% | -12.0% | -2.9% |
| 7D | +2.2% | -10.0% | +12.2% | +3.5% |
| 30D | -17.6% | -37.2% | +19.5% | -12.0% |
| 3M | +3.4% | -30.1% | +33.5% | +7.8% |
| 6M | -2.6% | -31.9% | +29.3% | +0.2% |
| YTD | +19.1% | +23.2% | -4.1% | +7.2% |
| 1Y | +26.8% | +26.4% | +0.4% | +13.1% |
| 3Y | +63.9% | +186.2% | -122.3% | +15.1% |
| 5Y | +75.7% | +187.0% | -111.3% | +18.7% |
| All | +199.4% | +1,413.5% | -1,214.1% | +31.2% |
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