+514.9%
MTSI vs CPB
-47.3%
+562.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.4% | +6.9% | +3.3% |
| 7D | +1.4% | -8.6% | +10.0% | +0.9% |
| 30D | +2.1% | -7.2% | +9.3% | +1.7% |
| 3M | -29.7% | +0.9% | -30.6% | -29.7% |
| 6M | +12.5% | -11.8% | +24.3% | +12.5% |
| YTD | +57.0% | -19.4% | +76.4% | +57.0% |
| 1Y | +103.9% | -30.4% | +134.3% | +104.1% |
| 3Y | +223.6% | -40.2% | +263.7% | +220.9% |
| 5Y | +321.6% | -39.5% | +361.1% | +312.1% |
| All | +514.9% | -47.3% | +562.2% | +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