+451.3%
MTSI vs CDW
+303.2%
+148.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.9% | +11.7% | +11.4% |
| 7D | -10.0% | +2.1% | -12.1% | -11.3% |
| 30D | -37.2% | +14.7% | -51.9% | -43.2% |
| 3M | -30.1% | +11.1% | -41.2% | -36.7% |
| 6M | -31.9% | +45.6% | -77.5% | -51.7% |
| YTD | +23.2% | +17.1% | +6.1% | -3.0% |
| 1Y | +26.4% | +13.2% | +13.2% | +2.3% |
| 3Y | +186.2% | -22.2% | +208.3% | +205.1% |
| 5Y | +187.0% | -10.1% | +197.2% | +166.9% |
| All | +451.3% | +303.2% | +148.1% | +77.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling