+415.3%
CRWD vs MTSI
+224.7%
+190.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.3% | -2.0% |
| 7D | -2.4% | +1.4% | -3.8% | -2.9% |
| 30D | +1.5% | +2.1% | -0.5% | -0.2% |
| 3M | +18.5% | -29.7% | +48.3% | +30.9% |
| 6M | +109.1% | +12.5% | +96.6% | +88.1% |
| YTD | +81.8% | +57.0% | +24.8% | +37.5% |
| 1Y | +106.7% | +103.9% | +2.7% | +35.1% |
| All | +415.3% | +224.7% | +190.6% | +141.2% |
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 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