+244.1%
CNP vs MTSI
+896.6%
-652.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -18.4% | +15.7% | -1.0% |
| 7D | -5.3% | -24.6% | +19.3% | -3.1% |
| 30D | +3.7% | -45.7% | +49.4% | +8.8% |
| 3M | -1.1% | -27.7% | +26.7% | +0.8% |
| 6M | -7.1% | -37.3% | +30.2% | -4.9% |
| YTD | +6.0% | +11.1% | -5.1% | +2.2% |
| 1Y | +5.2% | +27.2% | -22.0% | -0.2% |
| 3Y | +57.5% | +153.7% | -96.1% | +36.0% |
| 5Y | +70.0% | +159.0% | -89.0% | +44.0% |
| 10Y | +137.8% | +405.6% | -267.8% | +72.8% |
| All | +244.1% | +896.6% | -652.5% | +135.3% |
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