+134.7%
CEG vs MTSI
+203.6%
-68.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.6% | +4.8% | +1.4% |
| 7D | +12.1% | +10.0% | +2.1% | +7.8% |
| 30D | +0.2% | -20.3% | +20.6% | +7.7% |
| 3M | +0.7% | -24.4% | +25.1% | +9.5% |
| 6M | +2.2% | -39.2% | +41.4% | +19.4% |
| YTD | -20.3% | +35.5% | -55.8% | -40.1% |
| 1Y | -16.1% | +43.0% | -59.1% | -38.7% |
| 3Y | +134.7% | +196.3% | -61.6% | +22.9% |
| All | +134.7% | +203.6% | -68.9% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling