+99.3%
CNC vs MTSI
+41.9%
+57.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.3% | -9.9% | +1.2% |
| 7D | -7.3% | +7.2% | -14.5% | -6.3% |
| 30D | +5.2% | -18.4% | +23.6% | +4.3% |
| 3M | +8.6% | -16.7% | +25.3% | +8.6% |
| 6M | +25.1% | -31.7% | +56.8% | +23.9% |
| YTD | +71.3% | +45.9% | +25.4% | +69.3% |
| 1Y | +99.3% | +47.0% | +52.3% | +94.1% |
| All | +99.3% | +41.9% | +57.4% | +94.1% |
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