+581.1%
MTSI vs CPAY
+144.7%
+436.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.4% | +4.2% |
| 7D | +11.1% | -2.5% | +13.6% | +12.5% |
| 30D | -3.7% | +1.3% | -5.0% | -4.7% |
| 3M | -20.2% | +13.5% | -33.7% | -26.8% |
| 6M | +30.8% | +24.7% | +6.1% | +12.2% |
| YTD | +67.0% | +34.9% | +32.1% | +34.7% |
| 1Y | +120.4% | +29.7% | +90.8% | +80.7% |
| 3Y | +260.4% | +49.4% | +211.0% | +165.8% |
| 5Y | +356.3% | +53.5% | +302.8% | +222.5% |
| 10Y | +581.1% | +152.5% | +428.6% | +270.6% |
| All | +581.1% | +144.7% | +436.4% | +270.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 10y: compounded portfolio wealth divided by compounded CPAY 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…
10y analysis · Full analysis span regression · 6 months rolling