+840.5%
MTSI vs CG
+283.8%
+556.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -6.5% | -11.8% | -15.2% |
| 7D | -24.6% | -1.5% | -23.1% | -23.7% |
| 30D | -45.7% | +2.8% | -48.5% | -46.6% |
| 3M | -27.7% | -19.2% | -8.5% | -20.9% |
| 6M | -37.3% | -21.0% | -16.3% | -31.2% |
| YTD | +11.1% | -31.0% | +42.1% | +28.6% |
| 1Y | +27.2% | -21.1% | +48.3% | +37.3% |
| 3Y | +153.7% | +48.8% | +104.9% | +93.1% |
| 5Y | +159.0% | -21.5% | +180.5% | +160.2% |
| 10Y | +405.6% | +298.1% | +107.5% | +152.1% |
| All | +840.5% | +283.8% | +556.6% | +364.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling