+1.0%
CRM vs MTSI
+108.0%
-107.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.3% | -1.6% |
| 7D | -8.1% | +4.8% | -12.9% | -7.0% |
| 30D | +23.1% | -9.2% | +32.2% | +20.9% |
| 3M | +42.5% | -23.1% | +65.7% | +37.8% |
| 6M | +25.3% | +23.5% | +1.8% | +29.0% |
| YTD | -7.8% | +59.1% | -66.9% | -4.5% |
| 1Y | +1.0% | +106.9% | -105.8% | +1.2% |
| All | +1.0% | +108.0% | -107.0% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling