+101.0%
CB vs MTSI
+320.9%
-219.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | -1.9% |
| 7D | +0.5% | +1.4% | -0.9% | +0.5% |
| 30D | -3.1% | +2.1% | -5.2% | -3.1% |
| 3M | +9.0% | -29.7% | +38.7% | +9.3% |
| 6M | +2.9% | +12.5% | -9.7% | +1.6% |
| YTD | +10.1% | +57.0% | -46.9% | +7.4% |
| 1Y | +22.8% | +103.9% | -81.1% | +18.2% |
| 3Y | +73.8% | +223.6% | -149.8% | +56.9% |
| All | +101.0% | +320.9% | -219.9% | +65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling