+43.0%
MTSI vs CAG
-9.3%
+52.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.8% | -4.7% |
| 7D | +10.0% | -3.3% | +13.3% | +7.5% |
| 30D | -20.3% | +7.7% | -28.0% | -14.7% |
| 3M | -24.4% | -3.2% | -21.2% | -23.0% |
| 6M | -39.2% | +7.0% | -46.1% | -33.1% |
| YTD | +35.5% | -9.0% | +44.5% | +41.7% |
| 1Y | +43.0% | -9.6% | +52.6% | +49.0% |
| All | +43.0% | -9.3% | +52.3% | +49.0% |
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