+36.6%
CTVA vs MTSI
+206.4%
-169.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.6% | +8.2% | +3.1% |
| 7D | -20.8% | +10.0% | -30.7% | -21.4% |
| 30D | -29.6% | -20.3% | -9.3% | -28.5% |
| 3M | -16.9% | -24.4% | +7.5% | -15.4% |
| 6M | -24.3% | -39.2% | +14.9% | -21.5% |
| YTD | -5.6% | +35.5% | -41.1% | -12.6% |
| 1Y | -4.2% | +43.0% | -47.2% | -12.0% |
| 3Y | +43.3% | +196.3% | -153.0% | +13.2% |
| All | +36.6% | +206.4% | -169.8% | +0.7% |
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