+159.0%
MTSI vs CAPR
+126.3%
+32.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -3.6% | -14.8% | -18.3% |
| 7D | -24.6% | +29.7% | -54.3% | -24.9% |
| 30D | -45.7% | +11.0% | -56.7% | -45.9% |
| 3M | -27.7% | +118.8% | -146.6% | -29.1% |
| 6M | -37.3% | -73.9% | +36.6% | -36.7% |
| YTD | +11.1% | -70.2% | +81.3% | +11.8% |
| 1Y | +27.2% | +38.3% | -11.1% | +19.7% |
| 3Y | +153.7% | +199.7% | -46.0% | +104.8% |
| 5Y | +159.0% | +130.6% | +28.4% | +91.2% |
| All | +159.0% | +126.3% | +32.7% | +91.2% |
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