+1,113.8%
CRDO vs MTSI
+295.4%
+818.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +10.3% | -1.4% | -0.6% |
| 7D | +3.6% | +7.2% | -3.6% | -3.0% |
| 30D | -29.6% | -18.4% | -11.1% | -15.5% |
| 3M | -42.9% | -16.7% | -26.2% | -33.1% |
| 6M | -32.7% | -31.7% | -1.0% | -6.2% |
| YTD | -1.7% | +45.9% | -47.6% | -36.5% |
| 1Y | -10.8% | +47.0% | -57.8% | -42.3% |
| 3Y | +781.1% | +224.1% | +557.0% | +198.5% |
| All | +1,113.8% | +295.4% | +818.4% | +208.6% |
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