+1.8%
CRM vs MTSI
+210.0%
-208.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.7% |
| 7D | -3.9% | -3.8% | -0.1% | -3.8% |
| 30D | -6.8% | -31.4% | +24.6% | -6.3% |
| 3M | +8.3% | -23.8% | +32.0% | +8.5% |
| 6M | +17.9% | -37.1% | +55.0% | +19.0% |
| YTD | -18.9% | +32.2% | -51.1% | -30.4% |
| 1Y | -10.9% | +26.9% | -37.9% | -23.1% |
| 3Y | +1.8% | +193.7% | -191.9% | -38.4% |
| All | +1.8% | +210.0% | -208.2% | -38.4% |
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