+320.4%
MTSI vs CFG
+101.4%
+219.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.5% | +3.5% |
| 7D | +1.4% | +1.5% | -0.1% | +0.6% |
| 30D | +2.1% | -3.8% | +5.9% | +4.0% |
| 3M | -29.7% | +11.5% | -41.2% | -33.3% |
| 6M | +12.5% | +19.2% | -6.7% | +3.5% |
| YTD | +57.0% | +23.7% | +33.3% | +41.2% |
| 1Y | +103.9% | +38.8% | +65.1% | +73.2% |
| 3Y | +223.6% | +178.9% | +44.7% | +97.0% |
| All | +320.4% | +101.4% | +219.0% | +198.3% |
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