+514.9%
MTSI vs CASY
+505.6%
+9.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | +2.1% | -11.3% | +13.4% | +6.3% |
| 3M | -29.7% | -0.6% | -29.1% | -31.3% |
| 6M | +12.5% | +10.7% | +1.8% | +5.5% |
| YTD | +57.0% | +37.1% | +19.9% | +35.1% |
| 1Y | +103.9% | +52.3% | +51.6% | +66.9% |
| 3Y | +223.6% | +215.2% | +8.4% | +90.4% |
| 5Y | +321.6% | +276.5% | +45.1% | +125.1% |
| All | +514.9% | +505.6% | +9.3% | +162.2% |
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