+15.6%
CL vs MTSI
-35.1%
+50.7%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -18.4% | +18.3% | -2.7% |
| 7D | +5.9% | -24.6% | +30.5% | +2.1% |
| 30D | +13.8% | -45.7% | +59.5% | +5.6% |
| 3M | +6.4% | -27.7% | +34.2% | +3.3% |
| 6M | +15.6% | -37.3% | +52.9% | +7.1% |
| All | +15.6% | -35.1% | +50.7% | +7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling