+416.3%
CNQ vs MTSI
+1,338.7%
-922.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.5% |
| 7D | -1.8% | +4.9% | -6.6% | -2.7% |
| 30D | +11.8% | -11.6% | +23.4% | +14.1% |
| 3M | +11.1% | -24.1% | +35.2% | +15.5% |
| 6M | +12.1% | +32.4% | -20.3% | +2.5% |
| YTD | +53.4% | +60.4% | -7.1% | +33.7% |
| 1Y | +71.4% | +111.0% | -39.6% | +39.7% |
| 3Y | +75.8% | +246.1% | -170.4% | +25.0% |
| 5Y | +286.0% | +340.3% | -54.3% | +154.4% |
| 10Y | +400.8% | +539.5% | -138.7% | +162.6% |
| All | +416.3% | +1,338.7% | -922.5% | +134.1% |
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 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