+503.8%
CMI vs MTSI
+529.6%
-25.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | -0.3% |
| 7D | +1.9% | +4.9% | -3.0% | +0.9% |
| 30D | -12.5% | -11.6% | -0.9% | -10.5% |
| 3M | -16.2% | -24.1% | +7.8% | -12.1% |
| 6M | +4.9% | +32.4% | -27.6% | -1.7% |
| YTD | +11.1% | +60.4% | -49.3% | 0.0% |
| 1Y | +43.4% | +111.0% | -67.6% | +22.1% |
| 3Y | +154.1% | +246.1% | -92.1% | +94.3% |
| 5Y | +169.5% | +340.3% | -170.8% | +94.0% |
| 10Y | +503.8% | +539.5% | -35.7% | +241.4% |
| All | +503.8% | +529.6% | -25.8% | +241.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling