+30.0%
CL vs MTSI
+320.9%
-290.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.5% | -4.9% | -1.3% |
| 7D | -2.2% | +1.4% | -3.6% | -2.1% |
| 30D | -4.8% | +2.1% | -6.9% | -4.6% |
| 3M | +4.9% | -29.7% | +34.6% | +3.9% |
| 6M | -5.7% | +12.5% | -18.2% | -5.4% |
| YTD | +14.4% | +57.0% | -42.6% | +15.9% |
| 1Y | +8.7% | +103.9% | -95.2% | +10.9% |
| 3Y | +30.0% | +223.6% | -193.6% | +31.2% |
| All | +30.0% | +320.9% | -290.8% | +29.1% |
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