+532.1%
CRH vs MTSI
+1,308.1%
-776.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.5% | -1.1% | +1.7% |
| 7D | -1.7% | +1.4% | -3.1% | -2.0% |
| 30D | -5.4% | +2.1% | -7.4% | -6.4% |
| 3M | -11.2% | -29.7% | +18.5% | -5.8% |
| 6M | -15.8% | +12.5% | -28.4% | -20.4% |
| YTD | -23.6% | +57.0% | -80.6% | -33.3% |
| 1Y | -14.6% | +103.9% | -118.5% | -30.2% |
| 3Y | +74.3% | +223.6% | -149.3% | +25.5% |
| 5Y | +103.7% | +321.6% | -217.9% | +36.3% |
| 10Y | +261.4% | +517.7% | -256.3% | +95.6% |
| All | +532.1% | +1,308.1% | -776.0% | +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