+43.8%
MTSI vs CNH
+21.1%
+22.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.5% | 0.0% |
| 7D | +29.1% | +6.4% | +22.7% | +26.3% |
| 30D | -20.4% | -1.6% | -18.8% | -19.8% |
| 3M | -20.9% | +11.6% | -32.5% | -26.2% |
| 6M | -32.3% | +12.5% | -44.8% | -37.2% |
| YTD | +43.5% | +31.1% | +12.4% | +27.2% |
| 1Y | +43.8% | +17.0% | +26.8% | +32.5% |
| All | +43.8% | +21.1% | +22.7% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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