-16.1%
CEG vs MTSI
+35.9%
-52.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.6% | +4.8% | +0.7% |
| 7D | +12.1% | +10.0% | +2.1% | +9.2% |
| 30D | +0.2% | -20.3% | +20.6% | +4.9% |
| 3M | +0.7% | -24.4% | +25.1% | +6.5% |
| 6M | +2.2% | -39.2% | +41.4% | +13.2% |
| YTD | -20.3% | +35.5% | -55.8% | -35.3% |
| 1Y | -16.1% | +43.0% | -59.1% | -34.8% |
| All | -16.1% | +35.9% | -52.0% | -34.8% |
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