+159.0%
MTSI vs CDW
-8.7%
+167.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -6.1% | -12.2% | -15.5% |
| 7D | -24.6% | -4.1% | -20.5% | -22.9% |
| 30D | -45.7% | +16.7% | -62.5% | -49.9% |
| 3M | -27.7% | +13.6% | -41.3% | -33.3% |
| 6M | -37.3% | +17.0% | -54.3% | -45.9% |
| YTD | +11.1% | +18.1% | -7.0% | -6.9% |
| 1Y | +27.2% | +10.5% | +16.7% | +12.1% |
| 3Y | +153.7% | -20.9% | +174.6% | +179.0% |
| 5Y | +159.0% | -9.3% | +168.3% | +149.2% |
| All | +159.0% | -8.7% | +167.7% | +149.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling