+4.1%
CI vs MTSI
+153.8%
-149.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -18.4% | +17.1% | -2.1% |
| 7D | +1.0% | -24.6% | +25.6% | -0.2% |
| 30D | +9.9% | -45.7% | +55.6% | +7.2% |
| 3M | +12.1% | -27.7% | +39.8% | +10.8% |
| 6M | +10.6% | -37.3% | +47.9% | +8.8% |
| YTD | +11.4% | +11.1% | +0.3% | +12.1% |
| 1Y | +18.8% | +27.2% | -8.4% | +20.4% |
| All | +4.1% | +153.8% | -149.7% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling