+455.4%
MTSI vs CFG
+221.6%
+233.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | -3.8% | +0.7% | -4.5% | -3.8% |
| 30D | -31.4% | +2.8% | -34.2% | -32.1% |
| 3M | -23.8% | -10.1% | -13.7% | -20.1% |
| 6M | -37.1% | +3.2% | -40.3% | -38.2% |
| YTD | +32.2% | +14.2% | +18.0% | +23.5% |
| 1Y | +26.9% | +27.4% | -0.5% | +12.8% |
| 3Y | +193.7% | +187.6% | +6.2% | +78.4% |
| 5Y | +218.0% | +65.7% | +152.3% | +138.9% |
| All | +455.4% | +221.6% | +233.7% | +209.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling