+121.0%
CMI vs MTSI
+203.6%
-82.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.9% | +0.9% |
| 7D | +0.5% | +10.0% | -9.5% | -2.4% |
| 30D | -14.0% | -20.3% | +6.3% | -9.5% |
| 3M | -28.1% | -24.4% | -3.7% | -24.0% |
| 6M | -35.8% | -39.2% | +3.3% | -28.3% |
| YTD | -10.5% | +35.5% | -46.0% | -22.1% |
| 1Y | -1.9% | +43.0% | -44.9% | -16.1% |
| 3Y | +121.0% | +196.3% | -75.3% | +51.1% |
| All | +121.0% | +203.6% | -82.6% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling