+196.3%
MTSI vs CNI
+21.4%
+174.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.4% |
| 7D | +10.0% | +2.5% | +7.5% | +8.9% |
| 30D | -20.3% | +6.1% | -26.5% | -22.5% |
| 3M | -24.4% | +0.1% | -24.6% | -24.5% |
| 6M | -39.2% | +14.9% | -54.1% | -44.0% |
| YTD | +35.5% | +30.9% | +4.6% | +15.1% |
| 1Y | +43.0% | +33.9% | +9.1% | +19.8% |
| 3Y | +196.3% | +20.2% | +176.1% | +156.9% |
| All | +196.3% | +21.4% | +174.8% | +156.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling