+90.9%
CNC vs MTSI
+529.6%
-438.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.2% | -5.8% | -3.9% |
| 7D | -1.0% | +4.9% | -5.9% | -1.5% |
| 30D | -1.8% | -11.6% | +9.8% | -0.8% |
| 3M | -0.7% | -24.1% | +23.4% | +1.3% |
| 6M | +47.9% | +32.4% | +15.5% | +41.0% |
| YTD | +56.9% | +60.4% | -3.5% | +45.7% |
| 1Y | +123.9% | +111.0% | +12.9% | +100.4% |
| 3Y | -1.3% | +246.1% | -247.4% | -19.8% |
| 5Y | +2.8% | +340.3% | -337.6% | -21.2% |
| 10Y | +90.9% | +539.5% | -448.6% | +29.7% |
| All | +90.9% | +529.6% | -438.7% | +29.7% |
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