+339.0%
CMG vs MTSI
+1,104.2%
-765.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +9.0% | -5.2% | +2.4% |
| 7D | +8.6% | +3.5% | +5.1% | +7.5% |
| 30D | +13.1% | -30.3% | +43.5% | +18.4% |
| 3M | +9.0% | -26.0% | +35.0% | +12.0% |
| 6M | +10.0% | -36.1% | +46.1% | +13.9% |
| YTD | -3.4% | +34.3% | -37.7% | -13.1% |
| 1Y | +16.8% | +35.3% | -18.4% | +4.7% |
| 3Y | -14.7% | +217.6% | -232.3% | -36.2% |
| 5Y | -1.5% | +210.1% | -211.6% | -27.4% |
| 10Y | +383.6% | +471.4% | -87.8% | +192.1% |
| All | +339.0% | +1,104.2% | -765.2% | +128.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling