+512.7%
MTSI vs CG
+299.0%
+213.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.4% | +11.7% | +11.1% |
| 7D | +7.2% | -3.8% | +11.0% | +10.1% |
| 30D | -18.4% | +7.5% | -25.9% | -21.9% |
| 3M | -16.7% | -14.4% | -2.3% | -10.7% |
| 6M | -31.7% | -15.7% | -16.1% | -26.8% |
| YTD | +45.9% | -29.0% | +74.8% | +68.5% |
| 1Y | +47.0% | -22.1% | +69.1% | +61.0% |
| 3Y | +224.1% | +49.1% | +174.9% | +135.0% |
| 5Y | +238.5% | -18.4% | +256.9% | +231.9% |
| 10Y | +512.7% | +295.1% | +217.6% | +228.4% |
| All | +512.7% | +299.0% | +213.7% | +228.4% |
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