+206.9%
MTSI vs CNH
-17.7%
+224.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.3% |
| 7D | +10.0% | +3.0% | +7.0% | +8.6% |
| 30D | -20.3% | -0.6% | -19.8% | -20.1% |
| 3M | -24.4% | +14.6% | -39.1% | -30.4% |
| 6M | -39.2% | +11.8% | -50.9% | -43.5% |
| YTD | +35.5% | +30.4% | +5.1% | +16.2% |
| 1Y | +43.0% | +19.1% | +24.0% | +27.8% |
| 3Y | +196.3% | +30.2% | +166.1% | +139.4% |
| All | +206.9% | -17.7% | +224.6% | +205.1% |
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