-18.0%
CMG vs MTSI
+203.6%
-221.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.6% | +5.9% | +0.7% |
| 7D | +2.5% | +10.0% | -7.5% | +1.8% |
| 30D | +15.6% | -20.3% | +35.9% | +17.2% |
| 3M | +8.2% | -24.4% | +32.6% | +9.9% |
| 6M | +9.9% | -39.2% | +49.1% | +13.5% |
| YTD | -4.6% | +35.5% | -40.1% | -15.8% |
| 1Y | +12.4% | +43.0% | -30.6% | -2.2% |
| 3Y | -18.0% | +196.3% | -214.2% | -41.3% |
| All | -18.0% | +203.6% | -221.6% | -41.3% |
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