+11.7%
CMI vs MTSI
+59.5%
-47.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.0% | -4.8% | -5.5% |
| 7D | -11.2% | -10.7% | -0.6% | -8.4% |
| 30D | -9.8% | -29.0% | +19.1% | -1.4% |
| 3M | -25.5% | -14.7% | -10.8% | -23.9% |
| 6M | -27.7% | -20.1% | -7.6% | -24.5% |
| YTD | -6.6% | +36.1% | -42.7% | -18.1% |
| 1Y | +11.7% | +61.7% | -50.1% | -9.8% |
| All | +11.7% | +59.5% | -47.9% | -9.8% |
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 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