+1,369.7%
CRWD vs MTSI
+1,705.0%
-335.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.7% |
| 3M | +18.5% | -29.7% | +48.3% | +34.0% |
| 6M | +109.1% | +12.5% | +96.6% | +85.0% |
| YTD | +81.8% | +57.0% | +24.8% | +34.2% |
| 1Y | +106.7% | +103.9% | +2.7% | +32.0% |
| 3Y | +428.7% | +223.6% | +205.1% | +156.4% |
| 5Y | +206.4% | +321.6% | -115.2% | +27.0% |
| All | +1,369.7% | +1,705.0% | -335.4% | +195.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling