+43.4%
CMI vs MTSI
+110.2%
-66.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | -0.5% |
| 7D | +1.9% | +4.9% | -3.0% | +0.4% |
| 30D | -12.5% | -11.6% | -0.9% | -9.4% |
| 3M | -16.2% | -24.1% | +7.8% | -9.3% |
| 6M | +4.9% | +32.4% | -27.6% | -4.8% |
| YTD | +11.1% | +60.4% | -49.3% | -5.6% |
| 1Y | +43.4% | +111.0% | -67.6% | +12.9% |
| All | +43.4% | +110.2% | -66.9% | +12.9% |
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 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