+324.5%
MTSI vs CPAY
+53.2%
+271.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.6% | -5.4% | -5.1% |
| 7D | +4.8% | -2.7% | +7.5% | +6.0% |
| 30D | -9.2% | +0.6% | -9.7% | -9.7% |
| 3M | -23.1% | +17.0% | -40.2% | -29.7% |
| 6M | +23.5% | +24.1% | -0.6% | +8.0% |
| YTD | +59.1% | +35.7% | +23.3% | +30.2% |
| 1Y | +106.9% | +34.0% | +72.8% | +69.4% |
| 3Y | +243.2% | +50.3% | +192.9% | +158.0% |
| 5Y | +324.5% | +56.7% | +267.9% | +190.4% |
| All | +324.5% | +53.2% | +271.4% | +190.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling