-53.0%
CPNG vs MTSI
+110.2%
-163.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.3% | -3.2% |
| 7D | -6.3% | +4.9% | -11.1% | -6.4% |
| 30D | -8.7% | -11.6% | +2.8% | -8.3% |
| 3M | -2.4% | -24.1% | +21.6% | -3.3% |
| 6M | -22.3% | +32.4% | -54.8% | -24.5% |
| YTD | -37.2% | +60.4% | -97.7% | -39.8% |
| 1Y | -53.0% | +111.0% | -164.0% | -55.6% |
| All | -53.0% | +110.2% | -163.2% | -55.6% |
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