+186.2%
MTSI vs CG
+47.3%
+138.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.7% | +11.5% | +11.1% |
| 7D | -10.0% | -1.2% | -8.8% | -9.1% |
| 30D | -37.2% | +5.0% | -42.2% | -38.7% |
| 3M | -30.1% | -18.2% | -11.9% | -23.9% |
| 6M | -31.9% | -20.7% | -11.2% | -25.4% |
| YTD | +23.2% | -31.4% | +54.6% | +43.3% |
| 1Y | +26.4% | -22.3% | +48.6% | +36.6% |
| 3Y | +186.2% | +50.2% | +136.0% | +135.0% |
| All | +186.2% | +47.3% | +138.8% | +135.0% |
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 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