+512.7%
MTSI vs CNI
+138.5%
+374.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.6% | +9.7% | +9.9% |
| 7D | +7.2% | -1.1% | +8.3% | +8.4% |
| 30D | -18.4% | +7.6% | -26.1% | -23.1% |
| 3M | -16.7% | +1.6% | -18.3% | -18.3% |
| 6M | -31.7% | +16.6% | -48.3% | -40.5% |
| YTD | +45.9% | +31.3% | +14.6% | +14.6% |
| 1Y | +47.0% | +35.2% | +11.8% | +12.5% |
| 3Y | +224.1% | +21.5% | +202.6% | +163.8% |
| 5Y | +238.5% | +8.5% | +230.1% | +199.4% |
| 10Y | +512.7% | +142.9% | +369.8% | +191.6% |
| All | +512.7% | +138.5% | +374.2% | +191.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling