+63.9%
CTVA vs MTSI
+181.3%
-117.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.8% | -12.0% | -1.7% |
| 7D | +2.2% | -10.0% | +12.2% | +2.6% |
| 30D | -17.6% | -37.2% | +19.5% | -15.7% |
| 3M | +3.4% | -30.1% | +33.5% | +5.0% |
| 6M | -2.6% | -31.9% | +29.3% | -1.3% |
| YTD | +19.1% | +23.2% | -4.1% | +13.0% |
| 1Y | +26.8% | +26.4% | +0.4% | +19.8% |
| 3Y | +63.9% | +186.2% | -122.3% | +32.5% |
| All | +63.9% | +181.3% | -117.4% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling