+186.2%
MTSI vs CP
+26.5%
+159.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.7% | +12.5% | +11.5% |
| 7D | -10.0% | +2.8% | -12.8% | -11.1% |
| 30D | -37.2% | +10.2% | -47.4% | -40.1% |
| 3M | -30.1% | +2.4% | -32.4% | -31.1% |
| 6M | -31.9% | +7.7% | -39.6% | -35.2% |
| YTD | +23.2% | +26.0% | -2.8% | +7.7% |
| 1Y | +26.4% | +34.6% | -8.2% | +6.4% |
| 3Y | +186.2% | +26.7% | +159.5% | +151.6% |
| All | +186.2% | +26.5% | +159.7% | +151.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling