+241.5%
CNP vs MTSI
+1,308.1%
-1,066.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.2% | -1.1% |
| 7D | +1.1% | +1.4% | -0.3% | +1.0% |
| 30D | -1.8% | +2.1% | -3.9% | -2.2% |
| 3M | -4.6% | -29.7% | +25.1% | -2.3% |
| 6M | -8.8% | +12.5% | -21.4% | -11.1% |
| YTD | +5.2% | +57.0% | -51.8% | -0.9% |
| 1Y | +8.3% | +103.9% | -95.6% | -1.0% |
| 3Y | +54.9% | +223.6% | -168.7% | +32.0% |
| 5Y | +73.5% | +321.6% | -248.0% | +41.2% |
| 10Y | +139.1% | +517.7% | -378.6% | +71.3% |
| All | +241.5% | +1,308.1% | -1,066.6% | +128.2% |
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