+1,528.5%
MTSI vs CHWY
-37.4%
+1,565.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.5% |
| 7D | +10.0% | -0.2% | +10.2% | +10.1% |
| 30D | -20.3% | +8.1% | -28.5% | -21.7% |
| 3M | -24.4% | +0.3% | -24.7% | -25.5% |
| 6M | -39.2% | +4.0% | -43.2% | -41.1% |
| YTD | +35.5% | -31.9% | +67.3% | +41.9% |
| 1Y | +43.0% | -32.8% | +75.8% | +50.1% |
| 3Y | +196.3% | +16.0% | +180.2% | +162.4% |
| 5Y | +210.0% | -70.7% | +280.8% | +243.6% |
| All | +1,528.5% | -37.4% | +1,565.9% | +1,232.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling