+10.7%
CDE vs MTSI
+32.8%
-22.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +9.0% | -2.7% | +3.8% |
| 7D | +23.5% | +3.5% | +20.0% | +21.1% |
| 30D | -4.0% | -30.3% | +26.3% | +5.1% |
| 3M | -5.4% | -26.0% | +20.6% | +1.0% |
| 6M | -11.3% | -36.1% | +24.8% | -1.0% |
| YTD | -7.6% | +34.3% | -41.9% | -26.3% |
| All | +10.7% | +32.8% | -22.0% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling