+248.2%
CB vs MTSI
+448.7%
-200.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.8% | -12.6% | -2.4% |
| 7D | +0.2% | -10.0% | +10.2% | +0.7% |
| 30D | +9.1% | -37.2% | +46.3% | +11.7% |
| 3M | +3.4% | -30.1% | +33.5% | +4.9% |
| 6M | +14.1% | -31.9% | +46.0% | +15.0% |
| YTD | +18.0% | +23.2% | -5.2% | +12.8% |
| 1Y | +30.1% | +26.4% | +3.7% | +24.0% |
| 3Y | +71.8% | +186.2% | -114.4% | +47.8% |
| 5Y | +101.8% | +187.0% | -85.2% | +70.5% |
| All | +248.2% | +448.7% | -200.5% | +152.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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