+210.1%
MTSI vs CFG
+68.3%
+141.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.9% | +6.1% | +7.7% |
| 7D | +3.5% | +0.3% | +3.3% | +3.7% |
| 30D | -30.3% | +3.2% | -33.5% | -31.2% |
| 3M | -26.0% | -9.7% | -16.3% | -22.4% |
| 6M | -36.1% | +3.6% | -39.7% | -37.5% |
| YTD | +34.3% | +14.7% | +19.6% | +24.7% |
| 1Y | +35.3% | +29.6% | +5.7% | +18.5% |
| 3Y | +217.6% | +190.6% | +27.1% | +89.2% |
| 5Y | +210.1% | +67.1% | +143.0% | +139.1% |
| All | +210.1% | +68.3% | +141.8% | +139.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling