-2.5%
CMG vs MTSI
+320.9%
-323.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -2.3% |
| 7D | -2.8% | +1.4% | -4.2% | -3.1% |
| 30D | +7.1% | +2.1% | +5.0% | +5.8% |
| 3M | +31.2% | -29.7% | +60.9% | +38.7% |
| 6M | +0.7% | +12.5% | -11.9% | -7.0% |
| YTD | -0.1% | +57.0% | -57.1% | -16.6% |
| 1Y | -10.7% | +103.9% | -114.7% | -31.9% |
| 3Y | -4.7% | +223.6% | -228.2% | -42.0% |
| All | -2.5% | +320.9% | -323.4% | -49.8% |
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