+251.7%
CB vs MTSI
+465.0%
-213.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.6% | +1.4% |
| 7D | +2.9% | +10.0% | -7.1% | +2.3% |
| 30D | +7.3% | -20.3% | +27.7% | +8.3% |
| 3M | +9.4% | -24.4% | +33.8% | +10.4% |
| 6M | +19.6% | -39.2% | +58.8% | +21.9% |
| YTD | +21.5% | +35.5% | -14.0% | +15.4% |
| 1Y | +28.0% | +43.0% | -15.0% | +21.0% |
| 3Y | +74.9% | +196.3% | -121.4% | +50.5% |
| 5Y | +108.1% | +210.0% | -101.9% | +75.1% |
| All | +251.7% | +465.0% | -213.4% | +150.4% |
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