-21.8%
CRH vs MTSI
+107.6%
-129.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.9% |
| 7D | -6.1% | +2.2% | -8.3% | -6.3% |
| 30D | -9.3% | -11.5% | +2.3% | -8.3% |
| 3M | -15.2% | -26.6% | +11.5% | -12.1% |
| 6M | -14.2% | +23.5% | -37.7% | -19.3% |
| YTD | -28.3% | +60.5% | -88.7% | -34.6% |
| 1Y | -21.8% | +109.7% | -131.5% | -30.8% |
| All | -21.8% | +107.6% | -129.4% | -30.8% |
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