+228.3%
MTSI vs CAG
-41.2%
+269.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.2% | -2.3% |
| 7D | +29.1% | -6.2% | +35.3% | +26.3% |
| 30D | -20.4% | +7.4% | -27.8% | -17.6% |
| 3M | -20.9% | -1.6% | -19.3% | -19.9% |
| 6M | -32.3% | +6.3% | -38.6% | -29.2% |
| YTD | +43.5% | -10.1% | +53.6% | +45.5% |
| 1Y | +43.8% | -10.2% | +54.1% | +45.8% |
| 3Y | +218.8% | -37.3% | +256.1% | +205.5% |
| 5Y | +228.3% | -41.6% | +269.9% | +222.3% |
| All | +228.3% | -41.2% | +269.6% | +222.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling