+320.4%
MTSI vs CASY
+276.6%
+43.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +2.1% | -11.3% | +13.4% | +5.4% |
| 3M | -29.7% | -0.6% | -29.1% | -31.1% |
| 6M | +12.5% | +10.7% | +1.8% | +6.2% |
| YTD | +57.0% | +37.1% | +19.9% | +37.7% |
| 1Y | +103.9% | +52.3% | +51.6% | +71.1% |
| 3Y | +223.6% | +215.2% | +8.4% | +104.0% |
| All | +320.4% | +276.6% | +43.7% | +134.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling