+96.3%
CRWD vs MTSI
+110.2%
-14.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -1.7% |
| 7D | -2.3% | +4.9% | -7.2% | -2.9% |
| 30D | -2.1% | -11.6% | +9.5% | -0.9% |
| 3M | +27.5% | -24.1% | +51.6% | +29.8% |
| 6M | +95.8% | +32.4% | +63.4% | +88.8% |
| YTD | +79.2% | +60.4% | +18.8% | +61.7% |
| 1Y | +96.3% | +111.0% | -14.7% | +65.4% |
| All | +96.3% | +110.2% | -14.0% | +65.4% |
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 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