+1,034.5%
MTSI vs CVE
+6.1%
+1,028.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.6% | +6.6% | +1.0% |
| 7D | -10.7% | -12.1% | +1.4% | -7.6% |
| 30D | -29.0% | -9.8% | -19.2% | -27.1% |
| 3M | -14.7% | -0.7% | -14.0% | -14.8% |
| 6M | -20.1% | -4.3% | -15.8% | -20.0% |
| YTD | +36.1% | +70.6% | -34.5% | +15.5% |
| 1Y | +61.7% | +73.2% | -11.4% | +36.5% |
| 3Y | +210.7% | +60.3% | +150.3% | +163.0% |
| 5Y | +212.8% | +159.3% | +53.5% | +125.7% |
| 10Y | +519.2% | +147.4% | +371.8% | +269.4% |
| All | +1,034.5% | +6.1% | +1,028.3% | +702.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling