+451.3%
MTSI vs CF
+561.7%
-110.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.7% | +10.1% | +10.7% |
| 7D | -10.0% | -3.2% | -6.8% | -9.6% |
| 30D | -37.2% | +4.3% | -41.5% | -38.3% |
| 3M | -30.1% | +2.8% | -32.9% | -31.4% |
| 6M | -31.9% | +0.6% | -32.5% | -33.6% |
| YTD | +23.2% | +56.6% | -33.5% | +1.6% |
| 1Y | +26.4% | +49.6% | -23.2% | +5.6% |
| 3Y | +186.2% | +61.5% | +124.7% | +126.7% |
| 5Y | +187.0% | +124.0% | +63.1% | +86.8% |
| All | +451.3% | +561.7% | -110.4% | +164.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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