-66.9%
CPNG vs MTSI
+230.5%
-297.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.8% | -11.6% | -3.6% |
| 7D | +13.4% | -10.0% | +23.3% | +15.7% |
| 30D | +10.0% | -37.2% | +47.2% | +22.6% |
| 3M | -0.4% | -30.1% | +29.7% | +6.2% |
| 6M | -8.9% | -31.9% | +23.0% | -5.2% |
| YTD | -30.9% | +23.2% | -54.1% | -43.3% |
| 1Y | -43.8% | +26.4% | -70.2% | -54.5% |
| 3Y | -2.5% | +186.2% | -188.6% | -50.8% |
| 5Y | -45.6% | +187.0% | -232.6% | -75.7% |
| All | -66.9% | +230.5% | -297.5% | -86.5% |
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