+1,476.4%
CRWD vs MTSI
+1,443.6%
+32.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +9.0% | -3.6% | +1.7% |
| 7D | -5.5% | +3.5% | -9.0% | -7.4% |
| 30D | -16.9% | -30.3% | +13.4% | -5.1% |
| 3M | +6.6% | -26.0% | +32.6% | +16.1% |
| 6M | +73.2% | -36.1% | +109.3% | +94.3% |
| YTD | +95.1% | +34.3% | +60.8% | +48.4% |
| 1Y | +69.4% | +35.3% | +34.1% | +28.0% |
| 3Y | +379.3% | +217.6% | +161.7% | +124.2% |
| 5Y | +211.9% | +210.1% | +1.8% | +42.3% |
| All | +1,476.4% | +1,443.6% | +32.8% | +227.1% |
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 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