+512.7%
MTSI vs CAG
-35.6%
+548.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -2.4% | +12.7% | +10.2% |
| 7D | +7.2% | -1.8% | +8.9% | +7.1% |
| 30D | -18.4% | +9.7% | -28.1% | -18.3% |
| 3M | -16.7% | +0.5% | -17.2% | -16.5% |
| 6M | -31.7% | +8.9% | -40.6% | -31.7% |
| YTD | +45.9% | -8.4% | +54.2% | +46.9% |
| 1Y | +47.0% | -8.3% | +55.3% | +47.9% |
| 3Y | +224.1% | -36.1% | +260.2% | +231.9% |
| 5Y | +238.5% | -40.1% | +278.7% | +246.1% |
| 10Y | +512.7% | -36.9% | +549.6% | +494.3% |
| All | +512.7% | -35.6% | +548.3% | +494.3% |
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