+826.3%
MTSI vs CF
+365.2%
+461.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | +6.2% | -24.5% | -19.9% |
| 7D | -24.6% | +0.4% | -25.0% | -25.1% |
| 30D | -45.7% | +2.2% | -47.9% | -46.4% |
| 3M | -27.7% | +2.1% | -29.9% | -29.1% |
| 6M | -37.3% | -6.5% | -30.8% | -37.7% |
| YTD | +11.1% | +55.6% | -44.4% | -7.8% |
| 1Y | +27.2% | +42.3% | -15.1% | +8.0% |
| 3Y | +153.7% | +55.7% | +97.9% | +104.5% |
| 5Y | +159.0% | +122.4% | +36.6% | +73.9% |
| 10Y | +405.6% | +568.5% | -163.0% | +124.1% |
| All | +826.3% | +365.2% | +461.1% | +323.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling