+1,208.8%
MTSI vs CHD
+396.2%
+812.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +1.4% | -2.7% | +4.1% | +2.0% |
| 30D | +2.1% | -4.6% | +6.7% | +3.0% |
| 3M | -29.7% | +5.0% | -34.8% | -31.0% |
| 6M | +12.5% | -3.2% | +15.7% | +12.6% |
| YTD | +57.0% | +18.6% | +38.4% | +48.8% |
| 1Y | +103.9% | +4.8% | +99.1% | +99.1% |
| 3Y | +223.6% | +6.1% | +217.4% | +205.7% |
| 5Y | +321.6% | +24.0% | +297.6% | +262.4% |
| 10Y | +517.7% | +124.5% | +393.3% | +277.5% |
| All | +1,208.8% | +396.2% | +812.6% | +417.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling