+210.1%
MTSI vs CPB
-31.8%
+241.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.2% | +10.2% | +8.6% |
| 7D | +3.5% | +3.3% | +0.3% | +5.0% |
| 30D | -30.3% | +19.0% | -49.3% | -24.9% |
| 3M | -26.0% | +0.4% | -26.4% | -23.8% |
| 6M | -36.1% | +13.0% | -49.1% | -31.4% |
| YTD | +34.3% | -12.7% | +47.0% | +36.6% |
| 1Y | +35.3% | -20.9% | +56.1% | +34.9% |
| 3Y | +217.6% | -35.4% | +253.0% | +202.5% |
| 5Y | +210.1% | -32.3% | +242.4% | +213.7% |
| All | +210.1% | -31.8% | +241.9% | +213.7% |
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