+61.7%
MTSI vs CG
-14.1%
+75.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.5% | -5.5% | -1.4% |
| 7D | -10.7% | +9.4% | -20.1% | -11.4% |
| 30D | -29.0% | +8.7% | -37.7% | -29.3% |
| 3M | -14.7% | -15.0% | +0.3% | -11.3% |
| 6M | -20.1% | -13.2% | -6.9% | -17.5% |
| YTD | +36.1% | -26.2% | +62.3% | +42.9% |
| 1Y | +61.7% | -14.1% | +75.9% | +50.9% |
| All | +61.7% | -14.1% | +75.8% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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