+212.8%
MTSI vs CVE
+157.6%
+55.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.6% | +6.6% | +1.3% |
| 7D | -10.7% | -12.1% | +1.4% | -7.3% |
| 30D | -29.0% | -9.8% | -19.2% | -26.9% |
| 3M | -14.7% | -0.7% | -14.0% | -14.9% |
| 6M | -20.1% | -4.3% | -15.8% | -20.0% |
| YTD | +36.1% | +70.6% | -34.5% | +11.7% |
| 1Y | +61.7% | +73.2% | -11.4% | +31.8% |
| 3Y | +210.7% | +60.3% | +150.3% | +149.1% |
| 5Y | +212.8% | +159.3% | +53.5% | +123.1% |
| All | +212.8% | +157.6% | +55.2% | +123.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling