+94.1%
CRH vs MTSI
+325.3%
-231.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.8% |
| 7D | -6.1% | +2.2% | -8.3% | -6.7% |
| 30D | -9.3% | -11.5% | +2.3% | -6.7% |
| 3M | -15.2% | -26.6% | +11.5% | -9.2% |
| 6M | -14.2% | +23.5% | -37.7% | -23.4% |
| YTD | -28.3% | +60.5% | -88.7% | -41.9% |
| 1Y | -21.8% | +109.7% | -131.5% | -42.9% |
| 3Y | +71.6% | +247.8% | -176.2% | -2.7% |
| All | +94.1% | +325.3% | -231.2% | -6.1% |
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