+1,208.8%
MTSI vs CPAY
+1,025.3%
+183.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.9% |
| 7D | +1.4% | +2.1% | -0.7% | +0.3% |
| 30D | +2.1% | +5.5% | -3.5% | -1.0% |
| 3M | -29.7% | +16.6% | -46.3% | -36.0% |
| 6M | +12.5% | +26.7% | -14.1% | -3.2% |
| YTD | +57.0% | +38.4% | +18.7% | +26.6% |
| 1Y | +103.9% | +30.1% | +73.8% | +69.0% |
| 3Y | +223.6% | +52.6% | +171.0% | +141.4% |
| 5Y | +321.6% | +59.0% | +262.6% | +200.5% |
| 10Y | +517.7% | +148.4% | +369.3% | +248.7% |
| All | +1,208.8% | +1,025.3% | +183.4% | +390.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling