-16.8%
CMG vs MTSI
+181.3%
-198.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +10.8% | -13.6% | -3.5% |
| 7D | +8.0% | -10.0% | +18.0% | +8.6% |
| 30D | +11.9% | -37.2% | +49.1% | +15.7% |
| 3M | +2.1% | -30.1% | +32.2% | +4.2% |
| 6M | +5.2% | -31.9% | +37.1% | +5.3% |
| YTD | -6.9% | +23.2% | -30.1% | -17.3% |
| 1Y | +12.7% | +26.4% | -13.7% | -0.8% |
| 3Y | -16.8% | +186.2% | -202.9% | -40.0% |
| All | -16.8% | +181.3% | -198.1% | -40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling