+74.4%
CNP vs MTSI
+320.9%
-246.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.2% | -0.9% |
| 7D | +1.1% | +1.4% | -0.3% | +1.0% |
| 30D | -1.8% | +2.1% | -3.9% | -2.0% |
| 3M | -4.6% | -29.7% | +25.1% | -3.4% |
| 6M | -8.8% | +12.5% | -21.4% | -10.3% |
| YTD | +5.2% | +57.0% | -51.8% | +1.2% |
| 1Y | +8.3% | +103.9% | -95.6% | +2.1% |
| 3Y | +54.9% | +223.6% | -168.7% | +36.4% |
| All | +74.4% | +320.9% | -246.4% | +45.9% |
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