+471.4%
MTSI vs CP
+261.0%
+210.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.0% | +7.0% | +7.7% |
| 7D | +3.5% | +2.8% | +0.7% | +1.6% |
| 30D | -30.3% | +11.3% | -41.6% | -35.7% |
| 3M | -26.0% | +2.9% | -28.9% | -28.2% |
| 6M | -36.1% | +9.8% | -45.9% | -41.2% |
| YTD | +34.3% | +28.5% | +5.8% | +9.9% |
| 1Y | +35.3% | +33.5% | +1.8% | +7.7% |
| 3Y | +217.6% | +31.9% | +185.7% | +147.4% |
| 5Y | +210.1% | +25.5% | +184.6% | +143.6% |
| 10Y | +471.4% | +257.6% | +213.9% | +141.9% |
| All | +471.4% | +261.0% | +210.4% | +141.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling