+61.7%
MTSI vs CAG
-6.8%
+68.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.0% | -7.0% | +3.1% |
| 7D | -10.7% | +9.7% | -20.3% | -4.4% |
| 30D | -29.0% | +15.8% | -44.8% | -20.9% |
| 3M | -14.7% | +1.8% | -16.5% | -11.0% |
| 6M | -20.1% | +11.5% | -31.6% | -10.3% |
| YTD | +36.1% | -6.7% | +42.8% | +43.8% |
| 1Y | +61.7% | -5.6% | +67.4% | +74.7% |
| All | +61.7% | -6.8% | +68.6% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling