+213.7%
MTSI vs CAG
-37.1%
+250.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.2% | -2.6% |
| 7D | +29.1% | -6.2% | +35.3% | +25.1% |
| 30D | -20.4% | +7.4% | -27.8% | -16.3% |
| 3M | -20.9% | -1.6% | -19.3% | -19.5% |
| 6M | -32.3% | +6.3% | -38.6% | -27.7% |
| YTD | +43.5% | -10.1% | +53.6% | +45.6% |
| 1Y | +43.8% | -10.2% | +54.1% | +46.1% |
| All | +213.7% | -37.1% | +250.9% | +184.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling