+1,237.2%
MTSI vs CGNX
+561.9%
+675.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +4.9% | +3.6% | +1.3% | +3.0% |
| 30D | -11.6% | -6.8% | -4.8% | -8.2% |
| 3M | -24.1% | -0.1% | -23.9% | -23.7% |
| 6M | +32.4% | +26.2% | +6.2% | +19.2% |
| YTD | +60.4% | +73.7% | -13.3% | +17.5% |
| 1Y | +111.0% | +40.4% | +70.6% | +70.7% |
| 3Y | +246.1% | +46.1% | +200.0% | +157.3% |
| 5Y | +340.3% | -25.6% | +365.9% | +351.1% |
| 10Y | +539.5% | +171.3% | +368.2% | +266.8% |
| All | +1,237.2% | +561.9% | +675.4% | +503.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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