+617.9%
CI vs MTSI
+896.6%
-278.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -18.4% | +17.1% | +0.3% |
| 7D | +1.0% | -24.6% | +25.6% | +3.3% |
| 30D | +9.9% | -45.7% | +55.6% | +15.2% |
| 3M | +12.1% | -27.7% | +39.8% | +13.9% |
| 6M | +10.6% | -37.3% | +47.9% | +12.9% |
| YTD | +11.4% | +11.1% | +0.3% | +6.9% |
| 1Y | +18.8% | +27.2% | -8.4% | +12.1% |
| 3Y | +2.9% | +153.7% | -150.8% | -12.6% |
| 5Y | +54.5% | +159.0% | -104.5% | +28.4% |
| 10Y | +175.7% | +405.6% | -229.8% | +89.2% |
| All | +617.9% | +896.6% | -278.7% | +363.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling