+43.8%
MTSI vs CAPR
+65.7%
-21.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.7% | +7.1% | -1.5% |
| 7D | +29.1% | +19.1% | +10.0% | +28.8% |
| 30D | -20.4% | +48.8% | -69.2% | -20.8% |
| 3M | -20.9% | +144.4% | -165.3% | -21.8% |
| 6M | -32.3% | -67.5% | +35.3% | -32.1% |
| YTD | +43.5% | -64.5% | +108.0% | +43.6% |
| 1Y | +43.8% | +74.4% | -30.6% | +40.7% |
| All | +43.8% | +65.7% | -21.9% | +40.7% |
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