+477.8%
MTSI vs CASY
+539.5%
-61.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.8% |
| 7D | -3.8% | +5.0% | -8.8% | -5.5% |
| 30D | -31.4% | +8.2% | -39.6% | -33.6% |
| 3M | -23.8% | -18.2% | -5.6% | -19.3% |
| 6M | -37.1% | -18.6% | -18.5% | -34.4% |
| YTD | +32.2% | +26.8% | +5.4% | +15.2% |
| 1Y | +26.9% | +31.6% | -4.7% | +8.5% |
| 3Y | +193.7% | +156.5% | +37.2% | +85.4% |
| 5Y | +218.0% | +258.6% | -40.6% | +69.4% |
| 10Y | +477.8% | +550.3% | -72.5% | +145.5% |
| All | +477.8% | +539.5% | -61.7% | +145.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 10y: compounded portfolio wealth divided by compounded CASY 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…
10y analysis · Full analysis span regression · 6 months rolling