+205.1%
CRM vs MTSI
+465.0%
-259.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.7% | +1.2% |
| 7D | +2.0% | +10.0% | -8.0% | 0.0% |
| 30D | -7.7% | -20.3% | +12.7% | -4.9% |
| 3M | +8.4% | -24.4% | +32.8% | +11.3% |
| 6M | +31.9% | -39.2% | +71.1% | +38.3% |
| YTD | -17.2% | +35.5% | -52.7% | -30.7% |
| 1Y | -8.6% | +43.0% | -51.7% | -24.8% |
| 3Y | +3.1% | +196.3% | -193.1% | -33.0% |
| 5Y | -27.6% | +210.0% | -237.6% | -54.5% |
| All | +205.1% | +465.0% | -259.9% | +35.7% |
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