+17.1%
CME vs MTSI
+38.8%
-21.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.8% | -11.3% | +0.5% |
| 7D | +0.9% | -10.0% | +10.9% | +0.2% |
| 30D | +13.2% | -37.2% | +50.4% | +9.3% |
| 3M | +16.3% | -30.1% | +46.3% | +13.6% |
| 6M | +7.1% | -31.9% | +39.0% | +4.7% |
| YTD | +15.8% | +23.2% | -7.3% | +14.8% |
| 1Y | +17.1% | +26.4% | -9.3% | +16.4% |
| All | +17.1% | +38.8% | -21.7% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling