+61.1%
CNP vs MTSI
+181.3%
-120.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.8% | -9.1% | +1.6% |
| 7D | -4.2% | -10.0% | +5.8% | -4.1% |
| 30D | +5.5% | -37.2% | +42.7% | +5.9% |
| 3M | +0.6% | -30.1% | +30.6% | +0.7% |
| 6M | -2.8% | -31.9% | +29.1% | -2.9% |
| YTD | +7.9% | +23.2% | -15.3% | +6.5% |
| 1Y | +6.7% | +26.4% | -19.7% | +5.2% |
| 3Y | +61.1% | +186.2% | -125.0% | +42.8% |
| All | +61.1% | +181.3% | -120.2% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling