-21.4%
CEG vs MTSI
+41.9%
-63.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.3% | -7.7% | -0.2% |
| 7D | +11.8% | +7.2% | +4.6% | +8.9% |
| 30D | -6.5% | -18.4% | +11.9% | -2.7% |
| 3M | -1.2% | -16.7% | +15.5% | +2.1% |
| 6M | -8.0% | -31.7% | +23.7% | -0.9% |
| YTD | -21.9% | +45.9% | -67.8% | -38.8% |
| 1Y | -21.4% | +47.0% | -68.4% | -38.1% |
| All | -21.4% | +41.9% | -63.3% | -38.1% |
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