+1,787.4%
MTSI vs CHWY
-34.3%
+1,821.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.7% | +3.7% |
| 7D | +1.4% | +1.7% | -0.3% | +1.0% |
| 30D | +2.1% | -1.5% | +3.6% | +2.0% |
| 3M | -29.7% | +13.6% | -43.4% | -32.2% |
| 6M | +12.5% | -7.3% | +19.8% | +12.2% |
| YTD | +57.0% | -28.4% | +85.4% | +64.6% |
| 1Y | +103.9% | -42.5% | +146.4% | +121.9% |
| 3Y | +223.6% | -4.1% | +227.7% | +201.7% |
| 5Y | +321.6% | -69.2% | +390.7% | +365.4% |
| All | +1,787.4% | -34.3% | +1,821.6% | +1,445.6% |
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 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