+204.0%
CNQ vs MTSI
+206.4%
-2.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.6% | +6.9% | +2.1% |
| 7D | +2.5% | +10.0% | -7.5% | +1.0% |
| 30D | -4.0% | -20.3% | +16.4% | -1.7% |
| 3M | +5.5% | -24.4% | +29.9% | +8.1% |
| 6M | +7.5% | -39.2% | +46.7% | +13.1% |
| YTD | +51.2% | +35.5% | +15.8% | +32.4% |
| 1Y | +57.3% | +43.0% | +14.2% | +35.6% |
| 3Y | +71.0% | +196.3% | -125.3% | +17.2% |
| All | +204.0% | +206.4% | -2.4% | +94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling