+1,364.1%
CRDO vs MTSI
+325.6%
+1,038.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.5% | +0.4% | +0.7% |
| 7D | -26.7% | +1.4% | -28.1% | -27.3% |
| 30D | -24.1% | +2.1% | -26.2% | -26.0% |
| 3M | -21.6% | -29.7% | +8.2% | +10.1% |
| 6M | +66.3% | +12.5% | +53.8% | +43.7% |
| YTD | +18.5% | +57.0% | -38.5% | -27.2% |
| 1Y | +27.3% | +103.9% | -76.6% | -40.5% |
| 3Y | +914.7% | +223.6% | +691.1% | +246.1% |
| All | +1,364.1% | +325.6% | +1,038.5% | +253.8% |
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