+262.0%
MTSI vs CHWY
-10.4%
+272.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -10.8% | +14.9% | +5.0% |
| 7D | +11.1% | -14.1% | +25.2% | +12.4% |
| 30D | -3.7% | -8.1% | +4.5% | -3.3% |
| 3M | -20.2% | +1.7% | -22.0% | -21.2% |
| 6M | +30.8% | -20.7% | +51.5% | +33.1% |
| YTD | +67.0% | -37.2% | +104.3% | +76.0% |
| 1Y | +120.4% | -50.7% | +171.2% | +139.9% |
| All | +262.0% | -10.4% | +272.4% | +277.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling