+234.7%
CRM vs MTSI
+571.2%
-336.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.1% | -6.1% | -2.8% |
| 7D | -5.0% | +11.1% | -16.1% | -7.1% |
| 30D | +23.6% | -3.7% | +27.3% | +23.8% |
| 3M | +39.6% | -20.2% | +59.8% | +43.0% |
| 6M | +23.4% | +30.8% | -7.4% | +9.8% |
| YTD | -7.4% | +67.0% | -74.4% | -23.8% |
| 1Y | -2.3% | +120.4% | -122.8% | -26.2% |
| 3Y | +10.5% | +260.4% | -249.9% | -29.3% |
| 5Y | -4.7% | +356.3% | -361.0% | -43.4% |
| 10Y | +234.7% | +581.1% | -346.3% | +53.0% |
| All | +234.7% | +571.2% | -336.4% | +53.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling