+110.5%
CNC vs MTSI
+59.5%
+51.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -1.0% | +13.6% | +12.6% |
| 7D | +13.4% | -10.7% | +24.0% | +12.3% |
| 30D | +18.2% | -29.0% | +47.2% | +15.3% |
| 3M | +18.6% | -14.7% | +33.3% | +18.2% |
| 6M | +41.9% | -20.1% | +62.0% | +40.8% |
| YTD | +84.7% | +36.1% | +48.6% | +88.1% |
| 1Y | +110.5% | +61.7% | +48.7% | +115.2% |
| All | +110.5% | +59.5% | +51.0% | +115.2% |
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