+168.9%
CMI vs MTSI
+320.9%
-152.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.5% | -0.7% | +1.8% |
| 7D | -0.7% | +1.4% | -2.1% | -1.1% |
| 30D | -13.4% | +2.1% | -15.5% | -14.6% |
| 3M | -17.0% | -29.7% | +12.7% | -9.0% |
| 6M | -1.6% | +12.5% | -14.2% | -6.7% |
| YTD | +11.0% | +57.0% | -46.0% | -5.0% |
| 1Y | +41.9% | +103.9% | -62.0% | +12.2% |
| 3Y | +151.8% | +223.6% | -71.8% | +68.4% |
| All | +168.9% | +320.9% | -152.0% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling