-38.6%
MTSI vs CAG
+13.0%
-51.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | +2.7% | -21.1% | -15.6% |
| 7D | -24.6% | +11.4% | -35.9% | -15.4% |
| 30D | -45.7% | +16.7% | -62.4% | -35.7% |
| 3M | -27.7% | +4.5% | -32.3% | -21.2% |
| All | -38.6% | +13.0% | -51.6% | -23.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling