+451.3%
MTSI vs CP
+253.8%
+197.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.7% | +12.5% | +12.0% |
| 7D | -10.0% | +2.8% | -12.8% | -11.8% |
| 30D | -37.2% | +10.2% | -47.4% | -41.7% |
| 3M | -30.1% | +2.4% | -32.4% | -31.9% |
| 6M | -31.9% | +7.7% | -39.6% | -36.7% |
| YTD | +23.2% | +26.0% | -2.8% | +2.0% |
| 1Y | +26.4% | +34.6% | -8.2% | -0.2% |
| 3Y | +186.2% | +26.7% | +159.5% | +129.1% |
| 5Y | +187.0% | +24.9% | +162.1% | +125.5% |
| All | +451.3% | +253.8% | +197.5% | +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