+46.2%
MTSI vs CDW
+23.1%
+23.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.2% | +8.1% | +10.3% |
| 7D | +7.2% | +2.6% | +4.6% | +7.0% |
| 30D | -18.4% | +20.4% | -38.8% | -17.8% |
| 3M | -16.7% | +28.5% | -45.2% | -16.0% |
| 6M | -31.7% | +70.6% | -102.3% | -30.0% |
| YTD | +45.9% | +29.1% | +16.8% | +55.6% |
| All | +46.2% | +23.1% | +23.2% | +70.0% |
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