+231.9%
MTSI vs CAPR
+40.5%
+191.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.4% |
| 7D | +1.4% | -2.0% | +3.4% | +1.4% |
| 30D | +2.1% | +139.2% | -137.1% | +0.6% |
| 3M | -29.7% | -66.4% | +36.6% | -29.4% |
| 6M | +12.5% | -63.1% | +75.7% | +12.9% |
| YTD | +57.0% | -67.4% | +124.5% | +57.7% |
| 1Y | +103.9% | +58.2% | +45.7% | +95.2% |
| All | +231.9% | +40.5% | +191.4% | +200.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling