+1,225.6%
MTSI vs CDW
+942.7%
+282.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -6.1% | -12.2% | -14.5% |
| 7D | -24.6% | -4.1% | -20.5% | -22.6% |
| 30D | -45.7% | +16.7% | -62.5% | -51.3% |
| 3M | -27.7% | +13.6% | -41.3% | -35.2% |
| 6M | -37.3% | +17.0% | -54.3% | -48.7% |
| YTD | +11.1% | +18.1% | -7.0% | -11.9% |
| 1Y | +27.2% | +10.5% | +16.7% | +5.8% |
| 3Y | +153.7% | -20.9% | +174.6% | +166.1% |
| 5Y | +159.0% | -9.3% | +168.3% | +142.5% |
| 10Y | +405.6% | +310.6% | +95.0% | +79.2% |
| All | +1,225.6% | +942.7% | +282.9% | +247.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling