+451.3%
MTSI vs CG
+290.3%
+161.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.7% | +11.5% | +11.2% |
| 7D | -10.0% | -1.2% | -8.8% | -9.1% |
| 30D | -37.2% | +5.0% | -42.2% | -39.1% |
| 3M | -30.1% | -18.2% | -11.9% | -23.2% |
| 6M | -31.9% | -20.7% | -11.2% | -24.8% |
| YTD | +23.2% | -31.4% | +54.6% | +44.9% |
| 1Y | +26.4% | -22.3% | +48.6% | +38.2% |
| 3Y | +186.2% | +50.2% | +136.0% | +106.5% |
| 5Y | +187.0% | -22.1% | +209.1% | +188.5% |
| All | +451.3% | +290.3% | +161.0% | +214.1% |
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