+826.3%
MTSI vs CAPR
-96.9%
+923.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -3.6% | -14.8% | -18.3% |
| 7D | -24.6% | +29.7% | -54.3% | -25.1% |
| 30D | -45.7% | +11.0% | -56.7% | -45.9% |
| 3M | -27.7% | +118.8% | -146.6% | -29.6% |
| 6M | -37.3% | -73.9% | +36.6% | -36.4% |
| YTD | +11.1% | -70.2% | +81.3% | +12.1% |
| 1Y | +27.2% | +38.3% | -11.1% | +16.8% |
| 3Y | +153.7% | +199.7% | -46.0% | +119.2% |
| 5Y | +159.0% | +130.6% | +28.4% | +121.8% |
| 10Y | +405.6% | -68.5% | +474.1% | +307.5% |
| All | +826.3% | -96.9% | +923.2% | +565.1% |
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 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