+191.6%
CL vs MTSI
+1,120.6%
-929.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.3% | +3.3% |
| 7D | +7.7% | -10.7% | +18.4% | +8.0% |
| 30D | +15.2% | -29.0% | +44.2% | +16.3% |
| 3M | +7.3% | -14.7% | +22.0% | +7.4% |
| 6M | +17.0% | -20.1% | +37.1% | +16.9% |
| YTD | +28.0% | +36.1% | -8.1% | +24.6% |
| 1Y | +32.1% | +61.7% | -29.6% | +27.4% |
| 3Y | +41.5% | +210.7% | -169.2% | +29.8% |
| 5Y | +43.9% | +212.8% | -168.9% | +30.7% |
| 10Y | +79.8% | +519.2% | -439.4% | +45.7% |
| All | +191.6% | +1,120.6% | -929.0% | +121.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling