+415.5%
CNQ vs MTSI
+561.3%
-145.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | +0.1% | +2.2% | -2.1% | -0.4% |
| 30D | +6.2% | -11.5% | +17.7% | +8.5% |
| 3M | +12.4% | -26.6% | +39.0% | +17.9% |
| 6M | +9.0% | +23.5% | -14.5% | +0.7% |
| YTD | +52.2% | +60.5% | -8.3% | +31.4% |
| 1Y | +65.0% | +109.7% | -44.7% | +32.7% |
| 3Y | +78.8% | +247.8% | -169.0% | +23.6% |
| 5Y | +286.0% | +328.4% | -42.4% | +147.3% |
| All | +415.5% | +561.3% | -145.8% | +148.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling