+183.6%
MTSI vs CAPR
+142.6%
+41.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +4.7% | +6.2% | +10.8% |
| 7D | -10.0% | +41.1% | -51.1% | -10.5% |
| 30D | -37.2% | +11.1% | -48.3% | -37.3% |
| 3M | -30.1% | +115.3% | -145.4% | -31.4% |
| 6M | -31.9% | -73.8% | +41.9% | -31.2% |
| YTD | +23.2% | -68.8% | +92.0% | +23.9% |
| 1Y | +26.4% | +43.3% | -16.9% | +18.9% |
| 3Y | +186.2% | +214.7% | -28.5% | +130.7% |
| All | +183.6% | +142.6% | +41.0% | +119.1% |
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