-46.9%
CPNG vs MTSI
+59.5%
-106.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.0% | +13.0% | +12.0% |
| 7D | +20.8% | -10.7% | +31.5% | +21.0% |
| 30D | +20.1% | -29.0% | +49.1% | +20.8% |
| 3M | +1.6% | -14.7% | +16.3% | +1.5% |
| 6M | -15.8% | -20.1% | +4.2% | -16.8% |
| YTD | -27.7% | +36.1% | -63.8% | -29.2% |
| 1Y | -46.9% | +61.7% | -108.7% | -48.0% |
| All | -46.9% | +59.5% | -106.5% | -48.0% |
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