+320.4%
MTSI vs CHD
+23.9%
+296.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +1.4% | -2.7% | +4.1% | +0.8% |
| 30D | +2.1% | -4.6% | +6.7% | +1.3% |
| 3M | -29.7% | +5.0% | -34.8% | -28.9% |
| 6M | +12.5% | -3.2% | +15.7% | +12.8% |
| YTD | +57.0% | +18.6% | +38.4% | +61.6% |
| 1Y | +103.9% | +4.8% | +99.1% | +107.8% |
| 3Y | +223.6% | +6.1% | +217.4% | +227.1% |
| All | +320.4% | +23.9% | +296.5% | +322.0% |
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