-31.9%
CEG vs MTSI
+59.5%
-91.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.0% | -5.7% | -6.5% |
| 7D | -4.8% | -10.7% | +5.9% | -2.2% |
| 30D | -8.2% | -29.0% | +20.8% | -0.6% |
| 3M | -7.9% | -14.7% | +6.8% | -4.7% |
| 6M | -23.2% | -20.1% | -3.1% | -20.3% |
| YTD | -30.1% | +36.1% | -66.2% | -39.2% |
| 1Y | -31.9% | +61.7% | -93.6% | -42.3% |
| All | -31.9% | +59.5% | -91.4% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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