+109.0%
CTVA vs MTSI
+320.9%
-211.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.3% | -1.2% |
| 7D | +4.9% | +1.4% | +3.6% | +4.8% |
| 30D | +11.9% | +2.1% | +9.8% | +11.2% |
| 3M | +13.7% | -29.7% | +43.4% | +17.3% |
| 6M | +13.1% | +12.5% | +0.6% | +9.2% |
| YTD | +32.0% | +57.0% | -25.1% | +21.1% |
| 1Y | +22.1% | +103.9% | -81.8% | +7.2% |
| 3Y | +77.5% | +223.6% | -146.1% | +39.8% |
| All | +109.0% | +320.9% | -211.9% | +46.3% |
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 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