+153.6%
CNC vs MTSI
+512.4%
-358.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +9.0% | -10.7% | -2.5% |
| 7D | +3.0% | +3.5% | -0.5% | +2.4% |
| 30D | +4.9% | -30.3% | +35.2% | +7.8% |
| 3M | +4.2% | -26.0% | +30.2% | +6.0% |
| 6M | +22.5% | -36.1% | +58.6% | +25.4% |
| YTD | +66.6% | +34.3% | +32.3% | +55.3% |
| 1Y | +82.5% | +35.3% | +47.2% | +69.7% |
| 3Y | -4.1% | +217.6% | -221.7% | -23.0% |
| 5Y | -8.3% | +210.1% | -218.4% | -27.8% |
| 10Y | +153.6% | +471.4% | -317.8% | +58.8% |
| All | +153.6% | +512.4% | -358.7% | +58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling