+61.7%
MTSI vs CNI
+37.5%
+24.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.0% |
| 7D | -10.7% | +3.7% | -14.4% | -10.6% |
| 30D | -29.0% | +8.1% | -37.1% | -29.2% |
| 3M | -14.7% | +1.9% | -16.6% | -14.3% |
| 6M | -20.1% | +19.2% | -39.3% | -23.7% |
| YTD | +36.1% | +32.7% | +3.4% | +29.9% |
| 1Y | +61.7% | +37.0% | +24.7% | +54.7% |
| All | +61.7% | +37.5% | +24.2% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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