+1,208.8%
MTSI vs CP
+594.2%
+614.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.1% | +3.3% |
| 7D | +1.4% | -2.7% | +4.1% | +2.9% |
| 30D | +2.1% | +0.2% | +1.9% | +1.8% |
| 3M | -29.7% | +2.6% | -32.3% | -31.4% |
| 6M | +12.5% | +6.0% | +6.6% | +7.9% |
| YTD | +57.0% | +24.9% | +32.1% | +35.8% |
| 1Y | +103.9% | +20.1% | +83.8% | +79.8% |
| 3Y | +223.6% | +16.4% | +207.2% | +186.0% |
| 5Y | +321.6% | +31.7% | +289.8% | +239.4% |
| 10Y | +517.7% | +223.9% | +293.9% | +214.1% |
| All | +1,208.8% | +594.2% | +614.5% | +379.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling