+61.7%
MTSI vs CP
+35.2%
+26.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.0% |
| 7D | -10.7% | +5.6% | -16.2% | -10.7% |
| 30D | -29.0% | +10.0% | -39.0% | -29.4% |
| 3M | -14.7% | +4.4% | -19.1% | -14.5% |
| 6M | -20.1% | +14.1% | -34.1% | -22.8% |
| YTD | +36.1% | +29.1% | +7.1% | +34.1% |
| 1Y | +61.7% | +34.6% | +27.2% | +60.1% |
| All | +61.7% | +35.2% | +26.5% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling