-2.2%
CRDO vs MTSI
+43.9%
-46.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | +0.2% |
| 7D | +24.5% | +29.1% | -4.6% | +0.4% |
| 30D | -29.5% | -20.4% | -9.1% | -15.2% |
| 3M | -47.9% | -20.9% | -26.9% | -37.1% |
| 6M | -29.6% | -32.3% | +2.7% | -5.3% |
| YTD | -2.8% | +43.5% | -46.3% | -29.0% |
| All | -2.2% | +43.9% | -46.1% | -33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling