+451.3%
MTSI vs CPB
-37.5%
+488.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.3% | +12.1% | +10.7% |
| 7D | -10.0% | +8.0% | -18.0% | -9.2% |
| 30D | -37.2% | +22.4% | -59.6% | -35.7% |
| 3M | -30.1% | +3.8% | -33.9% | -29.1% |
| 6M | -31.9% | +13.7% | -45.6% | -30.7% |
| YTD | +23.2% | -11.7% | +34.9% | +25.1% |
| 1Y | +26.4% | -18.1% | +44.5% | +28.3% |
| 3Y | +186.2% | -34.7% | +220.9% | +188.3% |
| 5Y | +187.0% | -30.6% | +217.6% | +183.2% |
| All | +451.3% | -37.5% | +488.8% | +470.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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