+79.1%
CME vs MTSI
+320.9%
-241.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.7% | -0.2% |
| 7D | -1.6% | +1.4% | -3.0% | -1.6% |
| 30D | +6.2% | +2.1% | +4.2% | +6.3% |
| 3M | +10.4% | -29.7% | +40.2% | +10.2% |
| 6M | -9.5% | +12.5% | -22.1% | -9.9% |
| YTD | +6.0% | +57.0% | -51.0% | +5.1% |
| 1Y | +9.3% | +103.9% | -94.6% | +7.9% |
| 3Y | +57.7% | +223.6% | -165.9% | +49.2% |
| All | +79.1% | +320.9% | -241.8% | +61.0% |
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