+206.6%
CRWD vs MTSI
+183.3%
+23.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.8% | -11.0% | -4.4% |
| 7D | -13.4% | -10.0% | -3.4% | -10.2% |
| 30D | -18.3% | -37.2% | +18.9% | -3.1% |
| 3M | +4.6% | -30.1% | +34.6% | +16.4% |
| 6M | +85.4% | -31.9% | +117.3% | +100.3% |
| YTD | +85.1% | +23.2% | +61.9% | +40.8% |
| 1Y | +62.9% | +26.4% | +36.5% | +21.7% |
| 3Y | +364.5% | +186.2% | +178.4% | +93.7% |
| All | +206.6% | +183.3% | +23.3% | +15.6% |
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