+81.8%
CNQ vs MTSI
+257.2%
-175.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | +0.4% |
| 7D | -0.9% | +11.1% | -12.0% | -2.1% |
| 30D | +8.7% | -3.7% | +12.4% | +8.9% |
| 3M | +15.8% | -20.2% | +36.1% | +18.3% |
| 6M | +13.3% | +30.8% | -17.6% | +5.5% |
| YTD | +54.7% | +67.0% | -12.3% | +35.9% |
| 1Y | +69.5% | +120.4% | -50.9% | +38.6% |
| All | +81.8% | +257.2% | -175.5% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling