+216.1%
CRWD vs MTSI
+320.9%
-104.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.3% | -2.3% |
| 7D | -2.4% | +1.4% | -3.8% | -3.0% |
| 30D | +1.5% | +2.1% | -0.5% | -0.8% |
| 3M | +18.5% | -29.7% | +48.3% | +34.4% |
| 6M | +109.1% | +12.5% | +96.6% | +82.9% |
| YTD | +81.8% | +57.0% | +24.8% | +30.0% |
| 1Y | +106.7% | +103.9% | +2.7% | +25.2% |
| 3Y | +428.7% | +223.6% | +205.1% | +125.0% |
| All | +216.1% | +320.9% | -104.8% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling