-58.4%
CSGP vs MTSI
+153.8%
-212.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -18.4% | +16.7% | -2.4% |
| 7D | +13.9% | -24.6% | +38.5% | +12.6% |
| 30D | +16.0% | -45.7% | +61.7% | +14.4% |
| 3M | +6.1% | -27.7% | +33.8% | +4.4% |
| 6M | -8.2% | -37.3% | +29.1% | -10.9% |
| YTD | -52.3% | +11.1% | -63.5% | -57.8% |
| 1Y | -54.5% | +27.2% | -81.7% | -60.9% |
| All | -58.4% | +153.8% | -212.2% | -72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling