+103.9%
MTSI vs CDW
-5.0%
+108.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.5% |
| 7D | +1.4% | +3.2% | -1.8% | +1.3% |
| 30D | +2.1% | +9.3% | -7.2% | +1.8% |
| 3M | -29.7% | +9.8% | -39.5% | -29.4% |
| 6M | +12.5% | +23.3% | -10.8% | +11.0% |
| YTD | +57.0% | +13.7% | +43.4% | +60.1% |
| 1Y | +103.9% | -6.5% | +110.4% | +130.4% |
| All | +103.9% | -5.0% | +108.9% | +130.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 1y: compounded portfolio wealth divided by compounded CDW 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…
1y analysis · Full analysis span regression · 6 months rolling