-2.3%
CMI vs MTSI
+32.8%
-35.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.0% | -5.4% | +1.2% |
| 7D | -6.8% | +3.5% | -10.3% | -8.2% |
| 30D | -10.9% | -30.3% | +19.4% | -2.7% |
| 3M | -27.3% | -26.0% | -1.3% | -22.6% |
| 6M | -30.9% | -36.1% | +5.2% | -23.2% |
| YTD | -7.7% | +34.3% | -42.0% | -17.0% |
| All | -2.3% | +32.8% | -35.0% | -11.2% |
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