+320.4%
MTSI vs CF
+227.0%
+93.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.2% | +6.7% | +3.7% |
| 7D | +1.4% | +6.0% | -4.6% | +0.9% |
| 30D | +2.1% | +14.8% | -12.8% | +0.8% |
| 3M | -29.7% | +14.1% | -43.8% | -30.7% |
| 6M | +12.5% | +28.5% | -16.0% | +6.9% |
| YTD | +57.0% | +74.9% | -17.9% | +40.3% |
| 1Y | +103.9% | +61.7% | +42.2% | +84.4% |
| 3Y | +223.6% | +80.3% | +143.2% | +182.0% |
| All | +320.4% | +227.0% | +93.4% | +206.8% |
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