+451.3%
MTSI vs CHD
+182.8%
+268.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.8% | +12.6% | +11.0% |
| 7D | -10.0% | +2.0% | -11.9% | -10.2% |
| 30D | -37.2% | +13.0% | -50.2% | -38.3% |
| 3M | -30.1% | +6.1% | -36.2% | -30.7% |
| 6M | -31.9% | +15.9% | -47.8% | -33.8% |
| YTD | +23.2% | +31.6% | -8.4% | +16.7% |
| 1Y | +26.4% | +28.5% | -2.1% | +20.1% |
| 3Y | +186.2% | +30.5% | +155.7% | +161.7% |
| 5Y | +187.0% | +30.7% | +156.3% | +153.4% |
| All | +451.3% | +182.8% | +268.5% | +234.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling