-37.3%
MTSI vs CPB
+17.0%
-54.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | +0.7% | -19.1% | -17.7% |
| 7D | -24.6% | +11.6% | -36.2% | -15.8% |
| 30D | -45.7% | +23.3% | -69.0% | -32.4% |
| 3M | -27.7% | +1.6% | -29.4% | -21.3% |
| 6M | -37.3% | +13.9% | -51.2% | -21.1% |
| All | -37.3% | +17.0% | -54.3% | -21.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling