+12.5%
MTSI vs CDW
+23.2%
-10.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.4% |
| 7D | +1.4% | +3.2% | -1.8% | +1.6% |
| 30D | +2.1% | +9.3% | -7.2% | +2.5% |
| 3M | -29.7% | +9.8% | -39.5% | -28.5% |
| 6M | +12.5% | +23.3% | -10.8% | +10.5% |
| All | +12.5% | +23.2% | -10.7% | +10.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling