+159.0%
MTSI vs CVE
+148.3%
+10.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -2.7% | -15.6% | -17.5% |
| 7D | -24.6% | -14.1% | -10.5% | -21.1% |
| 30D | -45.7% | -11.6% | -34.1% | -43.6% |
| 3M | -27.7% | 0.0% | -27.8% | -28.0% |
| 6M | -37.3% | -8.4% | -28.9% | -36.3% |
| YTD | +11.1% | +65.9% | -54.8% | -7.9% |
| 1Y | +27.2% | +69.4% | -42.2% | +4.4% |
| 3Y | +153.7% | +55.9% | +97.7% | +105.4% |
| 5Y | +159.0% | +146.2% | +12.8% | +86.6% |
| All | +159.0% | +148.3% | +10.6% | +86.6% |
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 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