+471.4%
MTSI vs CAG
-38.3%
+509.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.3% | +8.7% | +9.0% |
| 7D | +3.5% | +4.6% | -1.1% | +3.7% |
| 30D | -30.3% | +14.7% | -45.0% | -30.1% |
| 3M | -26.0% | +2.4% | -28.4% | -25.8% |
| 6M | -36.1% | +10.7% | -46.8% | -36.0% |
| YTD | +34.3% | -5.5% | +39.8% | +35.3% |
| 1Y | +35.3% | -4.6% | +39.9% | +36.1% |
| 3Y | +217.6% | -34.4% | +252.1% | +226.2% |
| 5Y | +210.1% | -39.2% | +249.3% | +218.5% |
| 10Y | +471.4% | -39.0% | +510.4% | +443.4% |
| All | +471.4% | -38.3% | +509.7% | +443.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling