+351.1%
CRWD vs MTSI
+203.6%
+147.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.6% | +4.2% | +0.2% |
| 7D | +4.5% | +10.0% | -5.5% | +1.3% |
| 30D | -9.1% | -20.3% | +11.2% | -3.9% |
| 3M | +0.5% | -24.4% | +24.9% | +6.7% |
| 6M | +61.1% | -39.2% | +100.3% | +79.6% |
| YTD | +93.4% | +35.5% | +57.9% | +50.2% |
| 1Y | +71.1% | +43.0% | +28.1% | +29.1% |
| 3Y | +351.1% | +196.3% | +154.8% | +127.2% |
| All | +351.1% | +203.6% | +147.5% | +127.2% |
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