-36.7%
CMI vs MTSI
-31.6%
-5.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.8% | -10.5% | -2.2% |
| 7D | -10.0% | -10.0% | 0.0% | -8.1% |
| 30D | -13.0% | -37.2% | +24.2% | -3.5% |
| 3M | -29.9% | -30.1% | +0.2% | -24.8% |
| 6M | -36.7% | -31.9% | -4.8% | -30.3% |
| All | -36.7% | -31.6% | -5.1% | -30.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling