+320.4%
MTSI vs CVE
+317.2%
+3.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.8% |
| 7D | +1.4% | +2.5% | -1.1% | +0.6% |
| 30D | +2.1% | +16.7% | -14.6% | -2.7% |
| 3M | -29.7% | +9.3% | -39.0% | -31.9% |
| 6M | +12.5% | +43.6% | -31.1% | -1.0% |
| YTD | +57.0% | +93.6% | -36.6% | +24.7% |
| 1Y | +103.9% | +98.8% | +5.2% | +60.2% |
| 3Y | +223.6% | +73.6% | +150.0% | +154.0% |
| All | +320.4% | +317.2% | +3.1% | +159.0% |
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