+1,811.8%
MTSI vs CHWY
-41.4%
+1,853.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.6% | -6.4% | -5.1% |
| 7D | +4.8% | -12.0% | +16.8% | +7.1% |
| 30D | -9.2% | -6.2% | -3.0% | -8.7% |
| 3M | -23.1% | +5.5% | -28.6% | -25.0% |
| 6M | +23.5% | -17.8% | +41.3% | +25.5% |
| YTD | +59.1% | -36.2% | +95.3% | +69.9% |
| 1Y | +106.9% | -40.0% | +146.8% | +122.8% |
| 3Y | +243.2% | -8.3% | +251.5% | +220.9% |
| 5Y | +324.5% | -71.9% | +396.4% | +375.4% |
| All | +1,811.8% | -41.4% | +1,853.2% | +1,495.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 CHWY 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