+61.7%
MTSI vs CHD
+30.9%
+30.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | +1.2% |
| 7D | -10.7% | +6.9% | -17.6% | -5.4% |
| 30D | -29.0% | +17.1% | -46.1% | -19.7% |
| 3M | -14.7% | +9.1% | -23.8% | -7.2% |
| 6M | -20.1% | +21.4% | -41.5% | -7.8% |
| YTD | +36.1% | +34.9% | +1.2% | +72.5% |
| 1Y | +61.7% | +31.0% | +30.7% | +100.4% |
| All | +61.7% | +30.9% | +30.8% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling