+320.4%
MTSI vs CAPR
+84.7%
+235.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.1% |
| 3M | -29.7% | -66.4% | +36.6% | -29.2% |
| 6M | +12.5% | -63.1% | +75.7% | +13.1% |
| YTD | +57.0% | -67.4% | +124.5% | +58.0% |
| 1Y | +103.9% | +58.2% | +45.7% | +90.6% |
| 3Y | +223.6% | +42.2% | +181.4% | +177.8% |
| All | +320.4% | +84.7% | +235.7% | +235.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling