+183.6%
MTSI vs CNH
-14.7%
+198.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.8% | +8.1% | +9.6% |
| 7D | -10.0% | -1.7% | -8.3% | -9.0% |
| 30D | -37.2% | -7.2% | -30.0% | -35.2% |
| 3M | -30.1% | +6.5% | -36.6% | -33.4% |
| 6M | -31.9% | +7.9% | -39.8% | -35.7% |
| YTD | +23.2% | +26.6% | -3.4% | +7.0% |
| 1Y | +26.4% | +13.8% | +12.6% | +14.9% |
| 3Y | +186.2% | +9.2% | +177.0% | +151.7% |
| All | +183.6% | -14.7% | +198.2% | +176.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling