+51.5%
MTSI vs CP
+32.2%
+19.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.7% |
| 7D | +29.1% | +0.9% | +28.2% | +29.0% |
| 30D | -20.4% | +10.3% | -30.7% | -21.2% |
| 3M | -20.9% | +2.3% | -23.2% | -20.4% |
| 6M | -32.3% | +10.7% | -43.0% | -34.1% |
| YTD | +43.5% | +29.3% | +14.2% | +39.0% |
| All | +51.5% | +32.2% | +19.3% | +44.4% |
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