+514.9%
MTSI vs CNH
+162.8%
+352.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.0% | -0.6% | +1.4% |
| 7D | +1.4% | +23.3% | -21.9% | -9.4% |
| 30D | +2.1% | +33.5% | -31.4% | -12.9% |
| 3M | -29.7% | +32.7% | -62.4% | -40.1% |
| 6M | +12.5% | +22.2% | -9.6% | -0.2% |
| YTD | +57.0% | +57.7% | -0.7% | +21.1% |
| 1Y | +103.9% | +28.0% | +75.9% | +74.1% |
| 3Y | +223.6% | +11.5% | +212.0% | +183.5% |
| 5Y | +321.6% | +11.9% | +309.7% | +257.3% |
| All | +514.9% | +162.8% | +352.1% | +233.7% |
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