+468.8%
MTSI vs CFG
+216.2%
+252.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.2% | -5.8% |
| 7D | +10.0% | +3.2% | +6.8% | +8.6% |
| 30D | -20.3% | +5.1% | -25.5% | -22.0% |
| 3M | -24.4% | -11.2% | -13.2% | -20.3% |
| 6M | -39.2% | +9.6% | -48.7% | -41.8% |
| YTD | +35.5% | +15.0% | +20.5% | +26.2% |
| 1Y | +43.0% | +29.9% | +13.2% | +26.0% |
| 3Y | +196.3% | +192.1% | +4.2% | +78.7% |
| 5Y | +210.0% | +62.3% | +147.7% | +134.9% |
| All | +468.8% | +216.2% | +252.6% | +212.1% |
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 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