+27.2%
MTSI vs CP
+34.3%
-7.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -0.7% | -17.7% | -18.3% |
| 7D | -24.6% | +6.1% | -30.7% | -24.7% |
| 30D | -45.7% | +9.8% | -55.5% | -46.1% |
| 3M | -27.7% | +2.7% | -30.5% | -27.4% |
| 6M | -37.3% | +12.8% | -50.1% | -39.4% |
| YTD | +11.1% | +28.2% | -17.0% | +9.3% |
| 1Y | +27.2% | +34.1% | -7.0% | +25.4% |
| All | +27.2% | +34.3% | -7.1% | +25.4% |
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