+408.4%
CMI vs MTSI
+1,004.6%
-596.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.8% | -10.5% | -1.8% |
| 7D | -10.0% | -10.0% | 0.0% | -8.5% |
| 30D | -13.0% | -37.2% | +24.2% | -5.6% |
| 3M | -29.9% | -30.1% | +0.2% | -25.9% |
| 6M | -36.7% | -31.9% | -4.8% | -33.3% |
| YTD | -10.9% | +23.2% | -34.1% | -16.5% |
| 1Y | -1.3% | +26.4% | -27.7% | -8.1% |
| 3Y | +117.4% | +186.2% | -68.8% | +71.4% |
| 5Y | +112.9% | +187.0% | -74.1% | +64.3% |
| 10Y | +366.7% | +460.4% | -93.7% | +183.7% |
| All | +408.4% | +1,004.6% | -596.2% | +164.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling