+1,208.8%
MTSI vs CAPR
-96.6%
+1,305.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.5% |
| 3M | -29.7% | -66.4% | +36.6% | -29.0% |
| 6M | +12.5% | -63.1% | +75.7% | +13.3% |
| YTD | +57.0% | -67.4% | +124.5% | +58.4% |
| 1Y | +103.9% | +58.2% | +45.7% | +86.6% |
| 3Y | +223.6% | +42.2% | +181.4% | +185.9% |
| 5Y | +321.6% | +87.3% | +234.3% | +263.8% |
| 10Y | +517.7% | -75.3% | +593.0% | +400.8% |
| All | +1,208.8% | -96.6% | +1,305.4% | +839.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling