+54.5%
CI vs MTSI
+153.3%
-98.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -18.4% | +17.1% | -1.4% |
| 7D | +1.0% | -24.6% | +25.6% | +0.9% |
| 30D | +9.9% | -45.7% | +55.6% | +9.8% |
| 3M | +12.1% | -27.7% | +39.8% | +11.8% |
| 6M | +10.6% | -37.3% | +47.9% | +10.2% |
| YTD | +11.4% | +11.1% | +0.3% | +9.5% |
| 1Y | +18.8% | +27.2% | -8.4% | +16.3% |
| 3Y | +2.9% | +153.7% | -150.8% | -5.5% |
| 5Y | +54.5% | +159.0% | -104.5% | +35.2% |
| All | +54.5% | +153.3% | -98.8% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling