+217.6%
MTSI vs CG
+52.0%
+165.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +6.6% | +2.4% | +6.0% |
| 7D | +3.5% | +3.0% | +0.5% | +2.7% |
| 30D | -30.3% | +10.1% | -40.4% | -33.3% |
| 3M | -26.0% | -10.8% | -15.2% | -22.5% |
| 6M | -36.1% | -15.2% | -20.9% | -31.9% |
| YTD | +34.3% | -26.9% | +61.2% | +52.0% |
| 1Y | +35.3% | -17.0% | +52.3% | +42.1% |
| 3Y | +217.6% | +54.6% | +163.0% | +152.9% |
| All | +217.6% | +52.0% | +165.6% | +152.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling