-57.7%
CSGP vs MTSI
+210.8%
-268.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.0% |
| 7D | +18.3% | -10.7% | +29.0% | +17.8% |
| 30D | +17.8% | -29.0% | +46.8% | +17.2% |
| 3M | +9.3% | -14.7% | +24.0% | +8.6% |
| 6M | -7.9% | -20.1% | +12.2% | -10.3% |
| YTD | -51.5% | +36.1% | -87.7% | -56.8% |
| 1Y | -53.3% | +61.7% | -115.1% | -59.9% |
| All | -57.7% | +210.8% | -268.5% | -71.9% |
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