+926.7%
MTSI vs CAG
+26.7%
+900.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.7% | +12.6% | +10.9% |
| 7D | -10.0% | +5.8% | -15.8% | -10.4% |
| 30D | -37.2% | +16.4% | -53.5% | -38.1% |
| 3M | -30.1% | +3.8% | -33.9% | -30.5% |
| 6M | -31.9% | +10.8% | -42.7% | -33.0% |
| YTD | +23.2% | -5.8% | +29.0% | +23.2% |
| 1Y | +26.4% | -2.4% | +28.8% | +25.6% |
| 3Y | +186.2% | -33.4% | +219.6% | +196.0% |
| 5Y | +187.0% | -39.4% | +226.5% | +198.5% |
| 10Y | +460.4% | -37.5% | +497.9% | +443.1% |
| All | +926.7% | +26.7% | +900.0% | +590.5% |
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