-67.5%
CPNG vs MTSI
+291.4%
-359.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +10.3% | -12.4% | -4.7% |
| 7D | -6.2% | +7.2% | -13.4% | -8.7% |
| 30D | +4.6% | -18.4% | +23.1% | +8.7% |
| 3M | -3.1% | -16.7% | +13.6% | -1.5% |
| 6M | -0.9% | -31.7% | +30.8% | +4.5% |
| YTD | -32.2% | +45.9% | -78.1% | -46.8% |
| 1Y | -44.2% | +47.0% | -91.2% | -56.5% |
| 3Y | +4.4% | +224.1% | -219.7% | -48.5% |
| 5Y | -45.2% | +238.5% | -283.7% | -76.6% |
| All | -67.5% | +291.4% | -359.0% | -87.4% |
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