-35.8%
CBRS vs MTSI
-31.3%
-4.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.2% | -7.1% | -6.4% |
| 7D | +15.7% | +4.9% | +10.8% | +12.0% |
| 30D | -11.9% | -11.6% | -0.3% | -3.7% |
| 3M | -16.0% | -24.1% | +8.1% | -10.7% |
| All | -35.8% | -31.3% | -4.5% | -30.3% |
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 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 · Available span rolling