-5.9%
CNC vs MTSI
+183.3%
-189.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +10.8% | -16.8% | -5.9% |
| 7D | +1.9% | -10.0% | +11.9% | +1.9% |
| 30D | +7.3% | -37.2% | +44.5% | +7.3% |
| 3M | +8.6% | -30.1% | +38.7% | +8.7% |
| 6M | +26.0% | -31.9% | +57.9% | +25.7% |
| YTD | +69.5% | +23.2% | +46.3% | +65.6% |
| 1Y | +88.0% | +26.4% | +61.6% | +83.3% |
| 3Y | -2.9% | +186.2% | -189.1% | -12.3% |
| All | -5.9% | +183.3% | -189.2% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling