+26.4%
MTSI vs CFG
+27.1%
-0.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.9% | +11.8% | +11.2% |
| 7D | -10.0% | -0.9% | -9.1% | -9.3% |
| 30D | -37.2% | +1.1% | -38.3% | -37.2% |
| 3M | -30.1% | -12.0% | -18.1% | -26.4% |
| 6M | -31.9% | -2.2% | -29.7% | -31.6% |
| YTD | +23.2% | +11.4% | +11.8% | +13.8% |
| 1Y | +26.4% | +27.8% | -1.4% | +3.9% |
| All | +26.4% | +27.1% | -0.7% | +3.9% |
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 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