-69.9%
CPNG vs MTSI
+330.5%
-400.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.3% | -3.8% |
| 7D | -6.3% | +4.9% | -11.1% | -7.6% |
| 30D | -8.7% | -11.6% | +2.8% | -6.1% |
| 3M | -2.4% | -24.1% | +21.6% | +3.3% |
| 6M | -22.3% | +32.4% | -54.8% | -33.3% |
| YTD | -37.2% | +60.4% | -97.7% | -50.7% |
| 1Y | -53.0% | +111.0% | -164.0% | -67.4% |
| 3Y | -20.0% | +246.1% | -266.2% | -60.0% |
| 5Y | -52.8% | +340.3% | -393.1% | -80.6% |
| All | -69.9% | +330.5% | -400.4% | -88.3% |
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