+1,208.8%
MTSI vs CPB
+4.7%
+1,204.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.4% | +6.9% | +3.5% |
| 7D | +1.4% | -8.6% | +10.0% | +1.4% |
| 30D | +2.1% | -7.2% | +9.3% | +2.1% |
| 3M | -29.7% | +0.9% | -30.6% | -29.9% |
| 6M | +12.5% | -11.8% | +24.3% | +12.9% |
| YTD | +57.0% | -19.4% | +76.4% | +58.1% |
| 1Y | +103.9% | -30.4% | +134.3% | +107.0% |
| 3Y | +223.6% | -40.2% | +263.7% | +226.7% |
| 5Y | +321.6% | -39.5% | +361.1% | +318.2% |
| 10Y | +517.7% | -47.4% | +565.1% | +522.3% |
| All | +1,208.8% | +4.7% | +1,204.1% | +990.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling