+1,019.2%
MTSI vs CNI
+323.5%
+695.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.5% | +6.5% | +7.2% |
| 7D | +3.5% | +0.3% | +3.2% | +3.5% |
| 30D | -30.3% | +8.0% | -38.3% | -34.4% |
| 3M | -26.0% | +1.0% | -27.0% | -27.1% |
| 6M | -36.1% | +15.2% | -51.3% | -43.4% |
| YTD | +34.3% | +30.9% | +3.4% | +7.2% |
| 1Y | +35.3% | +36.2% | -0.9% | +4.6% |
| 3Y | +217.6% | +22.6% | +195.0% | +160.7% |
| 5Y | +210.1% | +6.4% | +203.7% | +181.2% |
| 10Y | +471.4% | +142.0% | +329.4% | +181.8% |
| All | +1,019.2% | +323.5% | +695.8% | +283.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling