-28.5%
CEG vs MTSI
+38.8%
-67.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +10.8% | -6.5% | +1.5% |
| 7D | -4.7% | -10.0% | +5.3% | -2.7% |
| 30D | -16.6% | -37.2% | +20.6% | -6.9% |
| 3M | -4.1% | -30.1% | +25.9% | +3.8% |
| 6M | -22.3% | -31.9% | +9.6% | -16.4% |
| YTD | -28.9% | +23.2% | -52.1% | -41.5% |
| 1Y | -28.5% | +26.4% | -54.8% | -41.5% |
| All | -28.5% | +38.8% | -67.3% | -41.5% |
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