+187.4%
CEG vs MTSI
+224.7%
-37.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.5% | +1.4% | +3.5% |
| 7D | +8.0% | +1.4% | +6.6% | +7.4% |
| 30D | +12.9% | +2.1% | +10.9% | +10.4% |
| 3M | +13.2% | -29.7% | +42.9% | +27.7% |
| 6M | -7.0% | +12.5% | -19.5% | -17.9% |
| YTD | -15.0% | +57.0% | -72.0% | -37.8% |
| 1Y | -2.7% | +103.9% | -106.6% | -38.8% |
| All | +187.4% | +224.7% | -37.3% | +59.7% |
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