+451.3%
MTSI vs CVE
+136.1%
+315.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.6% | +11.4% | +11.0% |
| 7D | -10.0% | -16.1% | +6.1% | -5.4% |
| 30D | -37.2% | -10.4% | -26.8% | -35.2% |
| 3M | -30.1% | -2.4% | -27.7% | -29.8% |
| 6M | -31.9% | -4.4% | -27.5% | -31.7% |
| YTD | +23.2% | +64.9% | -41.8% | +4.9% |
| 1Y | +26.4% | +66.0% | -39.6% | +7.2% |
| 3Y | +186.2% | +57.7% | +128.5% | +141.6% |
| 5Y | +187.0% | +144.7% | +42.3% | +107.3% |
| All | +451.3% | +136.1% | +315.1% | +213.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling