+479.3%
CNC vs MTSI
+1,308.1%
-828.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -1.8% |
| 7D | +3.5% | +1.4% | +2.1% | +3.3% |
| 30D | +0.1% | +2.1% | -2.0% | -0.6% |
| 3M | +6.9% | -29.7% | +36.7% | +10.5% |
| 6M | +49.0% | +12.5% | +36.5% | +43.8% |
| YTD | +62.9% | +57.0% | +5.9% | +49.9% |
| 1Y | +134.0% | +103.9% | +30.1% | +106.8% |
| 3Y | +9.4% | +223.6% | -214.2% | -12.6% |
| 5Y | +4.1% | +321.6% | -317.4% | -22.2% |
| 10Y | +95.4% | +517.7% | -422.3% | +18.5% |
| All | +479.3% | +1,308.1% | -828.8% | +204.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling