+61.7%
MTSI vs CFG
+34.2%
+27.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.7% |
| 7D | -10.7% | +1.8% | -12.4% | -11.1% |
| 30D | -29.0% | +3.3% | -32.3% | -29.7% |
| 3M | -14.7% | -9.8% | -4.9% | -11.5% |
| 6M | -20.1% | +5.2% | -25.3% | -22.2% |
| YTD | +36.1% | +16.1% | +20.0% | +25.7% |
| 1Y | +61.7% | +33.7% | +28.1% | +39.1% |
| All | +61.7% | +34.2% | +27.5% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling