+238.5%
MTSI vs CPAY
+88.9%
+149.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.5% | +9.8% | +10.1% |
| 7D | +7.2% | +10.4% | -3.2% | +2.1% |
| 30D | -18.4% | +16.2% | -34.6% | -24.4% |
| 3M | -16.7% | +13.7% | -30.4% | -22.4% |
| 6M | -31.7% | +35.2% | -66.9% | -42.6% |
| YTD | +45.9% | +53.5% | -7.6% | +11.4% |
| 1Y | +47.0% | +58.9% | -11.9% | +9.5% |
| 3Y | +224.1% | +99.8% | +124.3% | +104.8% |
| 5Y | +238.5% | +93.3% | +145.3% | +111.5% |
| All | +238.5% | +88.9% | +149.6% | +111.5% |
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