+183.6%
MTSI vs CPB
-31.3%
+214.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.3% | +12.1% | +10.4% |
| 7D | -10.0% | +8.0% | -18.0% | -7.1% |
| 30D | -37.2% | +22.4% | -59.6% | -31.6% |
| 3M | -30.1% | +2.5% | -32.6% | -27.5% |
| 6M | -31.9% | +12.2% | -44.1% | -27.0% |
| YTD | +23.2% | -12.8% | +36.0% | +25.4% |
| 1Y | +26.4% | -19.2% | +45.6% | +26.8% |
| 3Y | +186.2% | -35.6% | +221.7% | +172.7% |
| All | +183.6% | -31.3% | +214.9% | +188.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling