+562.3%
CEG vs MTSI
+225.6%
+336.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.5% |
| 7D | +1.7% | -3.8% | +5.5% | +2.3% |
| 30D | -10.2% | -31.4% | +21.2% | +1.4% |
| 3M | -0.8% | -23.8% | +22.9% | +6.9% |
| 6M | -11.5% | -37.1% | +25.5% | +0.2% |
| YTD | -23.9% | +32.2% | -56.1% | -38.2% |
| 1Y | -25.4% | +26.9% | -52.3% | -38.3% |
| 3Y | +124.2% | +193.7% | -69.6% | +36.7% |
| All | +562.3% | +225.6% | +336.7% | +249.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling