+43.0%
MTSI vs CPB
-22.0%
+65.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.2% | -8.7% | -3.3% |
| 7D | +10.0% | -1.6% | +11.5% | +9.1% |
| 30D | -20.3% | +19.2% | -39.6% | -8.5% |
| 3M | -24.4% | -0.9% | -23.5% | -20.5% |
| 6M | -39.2% | +15.2% | -54.4% | -30.9% |
| YTD | +35.5% | -13.1% | +48.6% | +43.0% |
| 1Y | +43.0% | -22.4% | +65.5% | +44.3% |
| All | +43.0% | -22.0% | +65.0% | +44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling