+826.3%
MTSI vs CAG
+28.9%
+797.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | +2.7% | -21.1% | -18.5% |
| 7D | -24.6% | +11.4% | -35.9% | -25.2% |
| 30D | -45.7% | +16.7% | -62.4% | -46.5% |
| 3M | -27.7% | +4.5% | -32.3% | -28.2% |
| 6M | -37.3% | +13.3% | -50.6% | -38.4% |
| YTD | +11.1% | -4.2% | +15.3% | +11.1% |
| 1Y | +27.2% | -2.9% | +30.1% | +26.6% |
| 3Y | +153.7% | -33.2% | +186.8% | +163.0% |
| 5Y | +159.0% | -38.4% | +197.4% | +169.1% |
| 10Y | +405.6% | -36.4% | +441.9% | +389.6% |
| All | +826.3% | +28.9% | +797.3% | +522.5% |
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