+47.0%
MTSI vs CAPR
+90.5%
-43.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +26.5% | -16.2% | +10.0% |
| 7D | +7.2% | +25.8% | -18.6% | +6.9% |
| 30D | -18.4% | +50.2% | -68.6% | -18.8% |
| 3M | -16.7% | +185.5% | -202.2% | -17.8% |
| 6M | -31.7% | -64.8% | +33.1% | -31.6% |
| YTD | +45.9% | -61.1% | +107.0% | +45.9% |
| 1Y | +47.0% | +81.0% | -34.0% | +43.5% |
| All | +47.0% | +90.5% | -43.5% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling