+183.6%
MTSI vs CLBK
+24.6%
+159.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.0% | +9.8% | +10.6% |
| 7D | -10.0% | +0.6% | -10.6% | -10.1% |
| 30D | -37.2% | +2.9% | -40.1% | -37.8% |
| 3M | -30.1% | +3.0% | -33.0% | -30.7% |
| 6M | -31.9% | +27.3% | -59.2% | -36.5% |
| YTD | +23.2% | +58.0% | -34.8% | +7.6% |
| 1Y | +26.4% | +62.4% | -36.0% | +9.5% |
| 3Y | +186.2% | +46.9% | +139.2% | +148.7% |
| All | +183.6% | +24.6% | +159.0% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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