+451.3%
MTSI vs CFG
+242.7%
+208.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.9% | +11.8% | +11.2% |
| 7D | -10.0% | -0.9% | -9.1% | -9.5% |
| 30D | -37.2% | +1.1% | -38.3% | -37.5% |
| 3M | -30.1% | -12.0% | -18.1% | -26.0% |
| 6M | -31.9% | -2.2% | -29.7% | -31.7% |
| YTD | +23.2% | +11.4% | +11.8% | +16.2% |
| 1Y | +26.4% | +27.8% | -1.4% | +12.1% |
| 3Y | +186.2% | +173.3% | +12.9% | +77.7% |
| 5Y | +187.0% | +62.4% | +124.6% | +117.4% |
| All | +451.3% | +242.7% | +208.6% | +224.7% |
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