+206.9%
MTSI vs CHD
+32.8%
+174.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.7% | -5.3% |
| 7D | +10.0% | +3.4% | +6.6% | +10.9% |
| 30D | -20.3% | +10.1% | -30.4% | -18.2% |
| 3M | -24.4% | +11.9% | -36.3% | -22.0% |
| 6M | -39.2% | +19.6% | -58.8% | -36.3% |
| YTD | +35.5% | +36.0% | -0.5% | +44.4% |
| 1Y | +43.0% | +34.8% | +8.3% | +52.4% |
| 3Y | +196.3% | +28.8% | +167.4% | +208.7% |
| All | +206.9% | +32.8% | +174.0% | +200.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling