+1,208.8%
MTSI vs CNI
+308.5%
+900.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.3% |
| 7D | +1.4% | -2.1% | +3.5% | +2.9% |
| 30D | +2.1% | -3.3% | +5.4% | +4.4% |
| 3M | -29.7% | +3.8% | -33.5% | -32.4% |
| 6M | +12.5% | +12.7% | -0.1% | +1.7% |
| YTD | +57.0% | +26.3% | +30.7% | +29.4% |
| 1Y | +103.9% | +29.9% | +74.0% | +63.4% |
| 3Y | +223.6% | +15.9% | +207.6% | +177.6% |
| 5Y | +321.6% | +6.9% | +314.6% | +280.2% |
| 10Y | +517.7% | +126.8% | +390.9% | +219.7% |
| All | +1,208.8% | +308.5% | +900.3% | +363.1% |
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