+592.0%
CRM vs MTSI
+1,308.1%
-716.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.4% | -2.7% |
| 7D | +1.3% | +1.4% | -0.1% | +0.9% |
| 30D | +34.3% | +2.1% | +32.2% | +32.5% |
| 3M | +37.7% | -29.7% | +67.4% | +44.7% |
| 6M | +34.9% | +12.5% | +22.4% | +24.6% |
| YTD | -1.6% | +57.0% | -58.7% | -17.1% |
| 1Y | +7.1% | +103.9% | -96.8% | -16.3% |
| 3Y | +19.0% | +223.6% | -204.5% | -19.6% |
| 5Y | -1.3% | +321.6% | -322.8% | -38.1% |
| 10Y | +251.2% | +517.7% | -266.6% | +74.5% |
| All | +592.0% | +1,308.1% | -716.1% | +177.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling