+42.8%
CL vs MTSI
+153.3%
-110.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -18.4% | +18.3% | -1.1% |
| 7D | +5.9% | -24.6% | +30.5% | +4.4% |
| 30D | +13.8% | -45.7% | +59.5% | +10.6% |
| 3M | +6.4% | -27.7% | +34.2% | +5.0% |
| 6M | +15.6% | -37.3% | +52.9% | +13.5% |
| YTD | +27.9% | +11.1% | +16.8% | +27.6% |
| 1Y | +31.4% | +27.2% | +4.2% | +31.6% |
| 3Y | +41.4% | +153.7% | -112.3% | +39.9% |
| 5Y | +42.8% | +159.0% | -116.2% | +38.0% |
| All | +42.8% | +153.3% | -110.5% | +38.0% |
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