+826.3%
MTSI vs CP
+612.2%
+214.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -0.7% | -17.7% | -18.0% |
| 7D | -24.6% | +6.1% | -30.7% | -27.2% |
| 30D | -45.7% | +9.8% | -55.5% | -48.9% |
| 3M | -27.7% | +2.7% | -30.5% | -29.6% |
| 6M | -37.3% | +12.8% | -50.1% | -42.6% |
| YTD | +11.1% | +28.2% | -17.0% | -6.0% |
| 1Y | +27.2% | +34.1% | -7.0% | +4.4% |
| 3Y | +153.7% | +28.9% | +124.8% | +109.7% |
| 5Y | +159.0% | +27.1% | +131.9% | +112.2% |
| 10Y | +405.6% | +264.8% | +140.8% | +142.3% |
| All | +826.3% | +612.2% | +214.1% | +231.7% |
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