+639.5%
CEG vs MTSI
+286.6%
+352.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.5% | +1.4% | +3.6% |
| 7D | +8.0% | +1.4% | +6.6% | +7.5% |
| 30D | +12.9% | +2.1% | +10.9% | +10.8% |
| 3M | +13.2% | -29.7% | +42.9% | +26.0% |
| 6M | -7.0% | +12.5% | -19.5% | -15.9% |
| YTD | -15.0% | +57.0% | -72.0% | -34.0% |
| 1Y | -2.7% | +103.9% | -106.6% | -32.9% |
| 3Y | +184.1% | +223.6% | -39.5% | +68.7% |
| All | +639.5% | +286.6% | +352.8% | +272.5% |
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 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