+246.1%
MTSI vs CNI
+20.6%
+225.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | +4.9% | +1.9% | +2.9% | +3.9% |
| 30D | -11.6% | -3.0% | -8.6% | -10.3% |
| 3M | -24.1% | +2.2% | -26.2% | -25.5% |
| 6M | +32.4% | +16.3% | +16.1% | +20.1% |
| YTD | +60.4% | +25.7% | +34.8% | +39.3% |
| 1Y | +111.0% | +30.4% | +80.6% | +78.3% |
| 3Y | +246.1% | +20.4% | +225.7% | +200.8% |
| All | +246.1% | +20.6% | +225.5% | +200.8% |
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 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