+323.6%
CMG vs MTSI
+529.6%
-206.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.4% |
| 7D | -1.5% | +4.9% | -6.3% | -2.4% |
| 30D | +12.7% | -11.6% | +24.3% | +14.9% |
| 3M | +26.3% | -24.1% | +50.3% | +30.9% |
| 6M | +4.5% | +32.4% | -27.9% | -4.3% |
| YTD | -0.1% | +60.4% | -60.5% | -12.7% |
| 1Y | -6.8% | +111.0% | -117.8% | -23.7% |
| 3Y | -5.0% | +246.1% | -251.1% | -32.1% |
| 5Y | -3.0% | +340.3% | -343.3% | -35.2% |
| 10Y | +323.6% | +539.5% | -216.0% | +128.1% |
| All | +323.6% | +529.6% | -206.0% | +128.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling