+1,028.8%
CRDO vs MTSI
+267.2%
+761.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.6% | -0.4% | -0.8% |
| 7D | +9.1% | +10.0% | -0.9% | 0.0% |
| 30D | -26.6% | -20.3% | -6.3% | -10.2% |
| 3M | -50.6% | -24.4% | -26.1% | -36.7% |
| 6M | -30.6% | -39.2% | +8.6% | +8.3% |
| YTD | -8.6% | +35.5% | -44.1% | -36.8% |
| 1Y | -8.0% | +43.0% | -51.0% | -39.3% |
| 3Y | +704.3% | +196.3% | +508.1% | +195.6% |
| All | +1,028.8% | +267.2% | +761.6% | +207.3% |
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