+159.0%
MTSI vs CNH
-17.9%
+176.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -3.9% | -14.4% | -16.6% |
| 7D | -24.6% | -0.4% | -24.2% | -24.4% |
| 30D | -45.7% | -15.2% | -30.5% | -41.8% |
| 3M | -27.7% | +4.3% | -32.0% | -30.6% |
| 6M | -37.3% | +10.1% | -47.4% | -41.5% |
| YTD | +11.1% | +23.2% | -12.1% | -2.4% |
| 1Y | +27.2% | +8.5% | +18.7% | +17.9% |
| 3Y | +153.7% | +4.1% | +149.6% | +128.3% |
| 5Y | +159.0% | -17.8% | +176.8% | +156.0% |
| All | +159.0% | -17.9% | +176.9% | +156.0% |
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