+41.5%
CL vs MTSI
+247.2%
-205.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.3% | -10.4% | +0.5% |
| 7D | -0.8% | +7.2% | -7.9% | -0.2% |
| 30D | +9.5% | -18.4% | +28.0% | +8.9% |
| 3M | +6.8% | -16.7% | +23.5% | +6.5% |
| 6M | +14.3% | -31.7% | +46.0% | +13.5% |
| YTD | +27.0% | +45.9% | -18.9% | +28.8% |
| 1Y | +26.3% | +47.0% | -20.7% | +28.1% |
| 3Y | +39.3% | +224.1% | -184.8% | +40.0% |
| 5Y | +41.5% | +238.5% | -197.0% | +39.1% |
| All | +41.5% | +247.2% | -205.7% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling