+468.8%
MTSI vs CPB
-38.9%
+507.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.2% | -8.7% | -5.2% |
| 7D | +10.0% | -1.6% | +11.5% | +9.9% |
| 30D | -20.3% | +19.2% | -39.6% | -18.6% |
| 3M | -24.4% | -0.9% | -23.5% | -23.6% |
| 6M | -39.2% | +15.2% | -54.4% | -38.1% |
| YTD | +35.5% | -13.1% | +48.6% | +37.4% |
| 1Y | +43.0% | -22.4% | +65.5% | +45.1% |
| 3Y | +196.3% | -35.3% | +231.6% | +197.9% |
| 5Y | +210.0% | -33.0% | +243.0% | +206.4% |
| All | +468.8% | -38.9% | +507.7% | +508.5% |
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