+28.0%
CL vs MTSI
+38.8%
-10.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.8% | -13.0% | -0.9% |
| 7D | +1.3% | -10.0% | +11.3% | +0.5% |
| 30D | +11.4% | -37.2% | +48.5% | +7.0% |
| 3M | +4.4% | -30.1% | +34.5% | +1.7% |
| 6M | +10.8% | -31.9% | +42.7% | +7.2% |
| YTD | +25.1% | +23.2% | +2.0% | +26.8% |
| 1Y | +28.0% | +26.4% | +1.6% | +30.3% |
| All | +28.0% | +38.8% | -10.8% | +30.3% |
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 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