+18.0%
CI vs MTSI
+59.5%
-41.5%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.4% | +3.3% |
| 7D | +3.5% | -10.7% | +14.2% | +2.8% |
| 30D | +12.6% | -29.0% | +41.6% | +11.0% |
| 3M | +12.1% | -14.7% | +26.8% | +11.4% |
| 6M | +10.6% | -20.1% | +30.7% | +8.6% |
| YTD | +12.8% | +36.1% | -23.3% | +14.6% |
| 1Y | +18.0% | +61.7% | -43.7% | +25.2% |
| All | +18.0% | +59.5% | -41.5% | +25.2% |
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