+42.5%
CI vs MTSI
+320.9%
-278.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.8% | -1.4% |
| 7D | +1.3% | +1.4% | -0.1% | +1.3% |
| 30D | +4.4% | +2.1% | +2.4% | +4.4% |
| 3M | +0.7% | -29.7% | +30.4% | +1.2% |
| 6M | +0.3% | +12.5% | -12.2% | -0.7% |
| YTD | +3.8% | +57.0% | -53.2% | +2.1% |
| 1Y | -5.5% | +103.9% | -109.4% | -7.8% |
| 3Y | +8.1% | +223.6% | -215.5% | +0.1% |
| All | +42.5% | +320.9% | -278.4% | +22.0% |
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