+160.6%
CL vs MTSI
+1,308.1%
-1,147.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.5% | -4.9% | -1.6% |
| 7D | -2.2% | +1.4% | -3.6% | -2.2% |
| 30D | -4.8% | +2.1% | -6.9% | -5.0% |
| 3M | +4.9% | -29.7% | +34.6% | +5.9% |
| 6M | -5.7% | +12.5% | -18.2% | -6.9% |
| YTD | +14.4% | +57.0% | -42.6% | +11.2% |
| 1Y | +8.7% | +103.9% | -95.2% | +4.2% |
| 3Y | +30.0% | +223.6% | -193.6% | +19.8% |
| 5Y | +28.4% | +321.6% | -293.2% | +15.1% |
| 10Y | +50.1% | +517.7% | -467.6% | +22.6% |
| All | +160.6% | +1,308.1% | -1,147.5% | +97.8% |
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