+120.4%
MTSI vs CNI
+30.1%
+90.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.9% | +4.2% |
| 7D | +11.1% | +0.9% | +10.2% | +11.0% |
| 30D | -3.7% | -2.1% | -1.6% | -3.4% |
| 3M | -20.2% | +1.8% | -22.1% | -21.0% |
| 6M | +30.8% | +14.8% | +16.0% | +23.7% |
| YTD | +67.0% | +25.4% | +41.7% | +60.8% |
| 1Y | +120.4% | +32.9% | +87.5% | +114.8% |
| All | +120.4% | +30.1% | +90.3% | +114.8% |
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