+74.9%
CB vs MTSI
+153.8%
-78.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -18.4% | +17.7% | -1.9% |
| 7D | +2.6% | -24.6% | +27.2% | +0.9% |
| 30D | +11.2% | -45.7% | +56.9% | +7.4% |
| 3M | +5.7% | -27.7% | +33.5% | +4.2% |
| 6M | +15.9% | -37.3% | +53.2% | +13.3% |
| YTD | +20.2% | +11.1% | +9.0% | +20.1% |
| 1Y | +32.4% | +27.2% | +5.2% | +32.9% |
| All | +74.9% | +153.8% | -78.9% | +73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling