+62.8%
CNQ vs MTSI
+59.5%
+3.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.0% | -6.4% | -7.4% |
| 7D | -9.4% | -10.7% | +1.2% | -9.8% |
| 30D | +2.8% | -29.0% | +31.7% | +1.7% |
| 3M | +8.5% | -14.7% | +23.2% | +8.2% |
| 6M | +6.4% | -20.1% | +26.5% | +7.2% |
| YTD | +50.9% | +36.1% | +14.8% | +52.9% |
| 1Y | +62.8% | +61.7% | +1.1% | +68.4% |
| All | +62.8% | +59.5% | +3.3% | +68.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling