+826.3%
MTSI vs CASY
+1,374.6%
-548.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | +2.2% | -20.5% | -19.0% |
| 7D | -24.6% | +1.8% | -26.4% | -25.2% |
| 30D | -45.7% | +11.2% | -56.9% | -47.9% |
| 3M | -27.7% | -19.1% | -8.7% | -23.7% |
| 6M | -37.3% | -19.9% | -17.4% | -34.5% |
| YTD | +11.1% | +25.2% | -14.0% | -1.8% |
| 1Y | +27.2% | +31.6% | -4.4% | +10.0% |
| 3Y | +153.7% | +155.4% | -1.7% | +66.8% |
| 5Y | +159.0% | +251.5% | -92.6% | +47.6% |
| 10Y | +405.6% | +558.6% | -153.1% | +124.2% |
| All | +826.3% | +1,374.6% | -548.3% | +214.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling