+574.5%
CB vs MTSI
+896.6%
-322.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -18.4% | +17.7% | +0.5% |
| 7D | +2.6% | -24.6% | +27.2% | +4.3% |
| 30D | +11.2% | -45.7% | +56.9% | +15.4% |
| 3M | +5.7% | -27.7% | +33.5% | +7.1% |
| 6M | +15.9% | -37.3% | +53.2% | +17.7% |
| YTD | +20.2% | +11.1% | +9.0% | +15.6% |
| 1Y | +32.4% | +27.2% | +5.2% | +25.6% |
| 3Y | +75.5% | +153.7% | -78.2% | +52.2% |
| 5Y | +105.5% | +159.0% | -53.5% | +74.9% |
| 10Y | +258.5% | +405.6% | -147.1% | +162.0% |
| All | +574.5% | +896.6% | -322.0% | +349.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling