+159.0%
MTSI vs CF
+125.5%
+33.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | +6.2% | -24.5% | -18.6% |
| 7D | -24.6% | +0.4% | -25.0% | -24.6% |
| 30D | -45.7% | +2.2% | -47.9% | -45.8% |
| 3M | -27.7% | +2.1% | -29.9% | -28.0% |
| 6M | -37.3% | -6.5% | -30.8% | -37.2% |
| YTD | +11.1% | +55.6% | -44.4% | +0.3% |
| 1Y | +27.2% | +42.3% | -15.1% | +16.6% |
| 3Y | +153.7% | +55.7% | +97.9% | +124.9% |
| 5Y | +159.0% | +122.4% | +36.6% | +107.5% |
| All | +159.0% | +125.5% | +33.5% | +107.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling