+122.5%
CRWV vs MTSI
+173.3%
-50.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.7% |
| 7D | -0.4% | +2.2% | -2.6% | -1.7% |
| 30D | -17.4% | -11.5% | -5.9% | -11.0% |
| 3M | -7.1% | -26.6% | +19.6% | +9.7% |
| 6M | +8.6% | +23.5% | -14.9% | -11.3% |
| YTD | +24.3% | +60.5% | -36.2% | -16.3% |
| 1Y | -21.0% | +109.7% | -130.8% | -54.7% |
| All | +122.5% | +173.3% | -50.8% | -5.2% |
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