+74.6%
CNP vs MTSI
+208.2%
-133.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.0% | -8.6% | 0.0% |
| 7D | -4.3% | +3.5% | -7.8% | -4.6% |
| 30D | +5.7% | -30.3% | +36.0% | +7.1% |
| 3M | +0.9% | -26.0% | +26.9% | +1.7% |
| 6M | -1.1% | -36.1% | +35.0% | +0.1% |
| YTD | +8.3% | +34.3% | -26.0% | +4.3% |
| 1Y | +5.9% | +35.3% | -29.4% | +1.9% |
| 3Y | +64.6% | +217.6% | -153.0% | +42.2% |
| 5Y | +74.6% | +210.1% | -135.5% | +44.8% |
| All | +74.6% | +208.2% | -133.6% | +44.8% |
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 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