+477.8%
MTSI vs CG
+308.6%
+169.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -0.8% |
| 7D | -3.8% | +2.0% | -5.8% | -4.3% |
| 30D | -31.4% | +8.5% | -39.9% | -34.5% |
| 3M | -23.8% | -12.1% | -11.6% | -19.3% |
| 6M | -37.1% | -16.4% | -20.6% | -32.2% |
| YTD | +32.2% | -28.0% | +60.2% | +51.7% |
| 1Y | +26.9% | -18.9% | +45.8% | +35.9% |
| 3Y | +193.7% | +51.2% | +142.5% | +111.5% |
| 5Y | +218.0% | -15.9% | +233.9% | +206.8% |
| 10Y | +477.8% | +305.9% | +171.8% | +208.9% |
| All | +477.8% | +308.6% | +169.2% | +208.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling