+340.3%
MTSI vs CNI
+11.4%
+328.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.1% |
| 7D | +4.9% | +2.5% | +2.4% | +3.3% |
| 30D | -11.6% | -2.5% | -9.1% | -10.3% |
| 3M | -24.1% | +2.7% | -26.8% | -26.0% |
| 6M | +32.4% | +16.9% | +15.5% | +18.0% |
| YTD | +60.4% | +26.3% | +34.1% | +35.4% |
| 1Y | +111.0% | +31.1% | +79.9% | +72.6% |
| 3Y | +246.1% | +21.1% | +225.1% | +191.6% |
| 5Y | +340.3% | +11.0% | +329.3% | +293.8% |
| All | +340.3% | +11.4% | +328.9% | +293.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling