-58.2%
CRWV vs MTSI
+59.5%
-117.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -1.0% | -8.9% | -9.3% |
| 7D | -24.3% | -10.7% | -13.6% | -18.6% |
| 30D | -44.6% | -29.0% | -15.6% | -32.1% |
| 3M | -47.3% | -14.7% | -32.6% | -42.4% |
| 6M | -61.4% | -20.1% | -41.3% | -58.8% |
| YTD | -32.4% | +36.1% | -68.5% | -52.5% |
| 1Y | -58.2% | +61.7% | -119.9% | -72.7% |
| All | -58.2% | +59.5% | -117.7% | -72.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling