+527.3%
CRH vs MTSI
+1,115.0%
-587.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.6% | +5.2% | +0.7% |
| 7D | -1.3% | +10.0% | -11.3% | -3.4% |
| 30D | +18.1% | -20.3% | +38.5% | +21.9% |
| 3M | -3.9% | -24.4% | +20.6% | -0.7% |
| 6M | -13.3% | -39.2% | +25.9% | -7.7% |
| YTD | -24.2% | +35.5% | -59.7% | -33.3% |
| 1Y | -14.9% | +43.0% | -57.9% | -26.1% |
| 3Y | +64.9% | +196.3% | -131.4% | +18.2% |
| 5Y | +109.0% | +210.0% | -101.0% | +45.5% |
| 10Y | +248.9% | +469.1% | -220.2% | +88.0% |
| All | +527.3% | +1,115.0% | -587.6% | +183.2% |
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