+451.3%
MTSI vs CNH
+116.5%
+334.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.8% | +8.1% | +9.5% |
| 7D | -10.0% | -1.7% | -8.3% | -8.8% |
| 30D | -37.2% | -7.2% | -30.0% | -35.0% |
| 3M | -30.1% | +6.5% | -36.6% | -33.8% |
| 6M | -31.9% | +7.9% | -39.8% | -36.2% |
| YTD | +23.2% | +26.6% | -3.4% | +5.2% |
| 1Y | +26.4% | +13.8% | +12.6% | +13.5% |
| 3Y | +186.2% | +9.2% | +177.0% | +148.9% |
| 5Y | +187.0% | -15.6% | +202.6% | +179.2% |
| All | +451.3% | +116.5% | +334.8% | +241.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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