+1,208.8%
MTSI vs CAG
+27.2%
+1,181.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.5% |
| 7D | +1.4% | -3.8% | +5.2% | +1.7% |
| 30D | +2.1% | +3.1% | -1.0% | +1.7% |
| 3M | -29.7% | +23.5% | -53.2% | -31.7% |
| 6M | +12.5% | -14.8% | +27.4% | +14.6% |
| YTD | +57.0% | -5.4% | +62.5% | +57.1% |
| 1Y | +103.9% | -11.8% | +115.7% | +105.7% |
| 3Y | +223.6% | -36.7% | +260.2% | +238.9% |
| 5Y | +321.6% | -40.3% | +361.8% | +340.4% |
| 10Y | +517.7% | -37.0% | +554.7% | +497.4% |
| All | +1,208.8% | +27.2% | +1,181.6% | +780.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling