+451.3%
MTSI vs CASY
+553.2%
-101.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.3% | +11.1% | +10.9% |
| 7D | -10.0% | +1.1% | -11.1% | -10.5% |
| 30D | -37.2% | +8.7% | -45.9% | -39.4% |
| 3M | -30.1% | -17.3% | -12.7% | -26.4% |
| 6M | -31.9% | -19.7% | -12.2% | -28.8% |
| YTD | +23.2% | +24.8% | -1.6% | +7.8% |
| 1Y | +26.4% | +31.9% | -5.5% | +7.8% |
| 3Y | +186.2% | +155.4% | +30.8% | +80.6% |
| 5Y | +187.0% | +250.6% | -63.5% | +54.0% |
| All | +451.3% | +553.2% | -101.9% | +132.0% |
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