+61.7%
MTSI vs CVE
+73.4%
-11.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.6% | +6.6% | -0.1% |
| 7D | -10.7% | -12.1% | +1.4% | -9.3% |
| 30D | -29.0% | -9.8% | -19.2% | -27.9% |
| 3M | -14.7% | -0.7% | -14.0% | -14.3% |
| 6M | -20.1% | -4.3% | -15.8% | -18.9% |
| YTD | +36.1% | +70.6% | -34.5% | +17.2% |
| 1Y | +61.7% | +73.2% | -11.4% | +37.0% |
| All | +61.7% | +73.4% | -11.6% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 1y: compounded portfolio wealth divided by compounded CVE 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…
1y analysis · Full analysis span regression · 6 months rolling