+492.8%
CEG vs MTSI
+173.6%
+319.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -18.4% | +15.9% | +4.1% |
| 7D | -9.4% | -24.6% | +15.2% | -0.7% |
| 30D | -20.2% | -45.7% | +25.5% | -2.0% |
| 3M | -9.5% | -27.7% | +18.3% | -1.2% |
| 6M | -25.0% | -37.3% | +12.3% | -16.0% |
| YTD | -31.9% | +11.1% | -43.0% | -41.1% |
| 1Y | -33.7% | +27.2% | -60.8% | -46.1% |
| 3Y | +108.7% | +153.7% | -45.0% | +34.3% |
| All | +492.8% | +173.6% | +319.1% | +232.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling