+517.6%
MTSI vs CG
+362.4%
+155.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +4.3% |
| 7D | +1.4% | -4.3% | +5.7% | +3.7% |
| 30D | +2.1% | -5.1% | +7.2% | +4.1% |
| 3M | -29.7% | +8.7% | -38.4% | -33.7% |
| 6M | +12.5% | -9.2% | +21.8% | +16.3% |
| YTD | +57.0% | -18.9% | +75.9% | +70.1% |
| 1Y | +103.9% | -25.6% | +129.6% | +130.8% |
| 3Y | +223.6% | +57.3% | +166.3% | +129.6% |
| 5Y | +321.6% | +10.2% | +311.4% | +250.6% |
| All | +517.6% | +362.4% | +155.1% | +184.0% |
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