+12.7%
CMG vs MTSI
+38.8%
-26.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +10.8% | -13.6% | -2.1% |
| 7D | +8.0% | -10.0% | +18.0% | +7.6% |
| 30D | +11.9% | -37.2% | +49.1% | +9.9% |
| 3M | +2.1% | -30.1% | +32.2% | +1.4% |
| 6M | +5.2% | -31.9% | +37.1% | +2.1% |
| YTD | -6.9% | +23.2% | -30.1% | -11.1% |
| 1Y | +12.7% | +26.4% | -13.7% | +5.5% |
| All | +12.7% | +38.8% | -26.1% | +5.5% |
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