+120.4%
MTSI vs CPAY
+30.8%
+89.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.4% | +4.1% |
| 7D | +11.1% | -2.5% | +13.6% | +11.2% |
| 30D | -3.7% | +1.3% | -5.0% | -3.8% |
| 3M | -20.2% | +13.5% | -33.7% | -21.1% |
| 6M | +30.8% | +24.7% | +6.1% | +26.4% |
| YTD | +67.0% | +34.9% | +32.1% | +55.5% |
| 1Y | +120.4% | +29.7% | +90.8% | +100.7% |
| All | +120.4% | +30.8% | +89.7% | +100.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling