+468.8%
MTSI vs CG
+278.5%
+190.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.0% | -6.6% | -6.1% |
| 7D | +10.0% | +0.2% | +9.8% | +9.9% |
| 30D | -20.3% | +11.2% | -31.5% | -25.1% |
| 3M | -24.4% | -22.1% | -2.3% | -14.6% |
| 6M | -39.2% | -17.9% | -21.3% | -33.9% |
| YTD | +35.5% | -31.3% | +66.8% | +59.2% |
| 1Y | +43.0% | -24.0% | +67.0% | +58.5% |
| 3Y | +196.3% | +45.0% | +151.3% | +117.8% |
| 5Y | +210.0% | -22.6% | +232.7% | +212.8% |
| All | +468.8% | +278.5% | +190.3% | +206.6% |
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