+12.8%
CRM vs MTSI
+241.4%
-228.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.2% | -6.1% | -4.0% |
| 7D | -3.5% | +4.9% | -8.4% | -3.7% |
| 30D | +29.3% | -11.6% | +40.8% | +29.8% |
| 3M | +36.8% | -24.1% | +60.9% | +39.1% |
| 6M | +23.9% | +32.4% | -8.5% | +12.7% |
| YTD | -5.5% | +60.4% | -65.9% | -19.3% |
| 1Y | -0.4% | +111.0% | -111.4% | -22.4% |
| 3Y | +12.8% | +246.1% | -233.4% | -31.3% |
| All | +12.8% | +241.4% | -228.6% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling