+1,339.9%
CRDO vs MTSI
+334.9%
+1,005.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.8% | -3.7% |
| 7D | -18.8% | +4.9% | -23.7% | -22.1% |
| 30D | -32.9% | -11.6% | -21.3% | -24.3% |
| 3M | -24.5% | -24.1% | -0.5% | -1.1% |
| 6M | +52.7% | +32.4% | +20.3% | +14.1% |
| YTD | +16.6% | +60.4% | -43.9% | -29.9% |
| 1Y | +13.7% | +111.0% | -97.3% | -48.6% |
| 3Y | +959.0% | +246.1% | +712.9% | +240.8% |
| All | +1,339.9% | +334.9% | +1,005.0% | +240.8% |
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 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