+47.7%
CI vs MTSI
+183.3%
-135.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.8% | -13.5% | -2.5% |
| 7D | -1.6% | -10.0% | +8.4% | -1.6% |
| 30D | +5.4% | -37.2% | +42.6% | +5.4% |
| 3M | +7.3% | -30.1% | +37.3% | +7.2% |
| 6M | +5.3% | -31.9% | +37.2% | +5.0% |
| YTD | +8.5% | +23.2% | -14.7% | +6.7% |
| 1Y | +17.1% | +26.4% | -9.3% | +15.1% |
| 3Y | +1.4% | +186.2% | -184.7% | -6.9% |
| All | +47.7% | +183.3% | -135.6% | +29.6% |
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