+186.2%
MTSI vs CPB
-35.2%
+221.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.3% | +12.1% | +10.2% |
| 7D | -10.0% | +8.0% | -18.0% | -6.3% |
| 30D | -37.2% | +22.4% | -59.6% | -30.0% |
| 3M | -30.1% | +3.8% | -33.9% | -26.4% |
| 6M | -31.9% | +13.7% | -45.6% | -25.3% |
| YTD | +23.2% | -11.7% | +34.9% | +26.4% |
| 1Y | +26.4% | -18.1% | +44.5% | +27.1% |
| 3Y | +186.2% | -34.7% | +220.9% | +163.2% |
| All | +186.2% | -35.2% | +221.3% | +163.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling