+345.9%
MTSI vs CHWY
-73.0%
+418.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -10.8% | +14.9% | +5.9% |
| 7D | +11.1% | -14.1% | +25.2% | +13.8% |
| 30D | -3.7% | -8.1% | +4.5% | -2.8% |
| 3M | -20.2% | +1.7% | -22.0% | -21.6% |
| 6M | +30.8% | -20.7% | +51.5% | +33.8% |
| YTD | +67.0% | -37.2% | +104.3% | +78.7% |
| 1Y | +120.4% | -50.7% | +171.2% | +145.8% |
| 3Y | +260.4% | -9.7% | +270.1% | +240.0% |
| All | +345.9% | -73.0% | +418.9% | +393.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling