+335.9%
CMI vs MTSI
+539.0%
-203.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.3% | -8.3% | -0.1% |
| 7D | -1.8% | +7.2% | -9.0% | -3.7% |
| 30D | -12.2% | -18.4% | +6.2% | -9.4% |
| 3M | -26.5% | -16.7% | -9.8% | -25.0% |
| 6M | -33.6% | -31.7% | -1.9% | -30.0% |
| YTD | -8.3% | +45.9% | -54.2% | -17.1% |
| 1Y | -1.3% | +47.0% | -48.2% | -10.9% |
| 3Y | +124.8% | +224.1% | -99.3% | +72.4% |
| 5Y | +119.9% | +238.5% | -118.7% | +63.6% |
| 10Y | +335.9% | +512.7% | -176.8% | +157.9% |
| All | +335.9% | +539.0% | -203.1% | +157.9% |
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