+471.4%
MTSI vs CDW
+325.6%
+145.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.8% | +4.2% | +5.9% |
| 7D | +3.5% | +9.3% | -5.8% | -2.3% |
| 30D | -30.3% | +15.8% | -46.1% | -37.2% |
| 3M | -26.0% | +21.8% | -47.8% | -36.7% |
| 6M | -36.1% | +58.8% | -94.9% | -57.1% |
| YTD | +34.3% | +22.8% | +11.5% | +2.7% |
| 1Y | +35.3% | +17.9% | +17.4% | +6.9% |
| 3Y | +217.6% | -17.4% | +235.1% | +225.8% |
| 5Y | +210.1% | -5.7% | +215.8% | +180.1% |
| 10Y | +471.4% | +319.5% | +151.9% | +75.4% |
| All | +471.4% | +325.6% | +145.8% | +75.4% |
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