+206.9%
MTSI vs CLBK
+27.8%
+179.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.0% | -5.4% |
| 7D | +10.0% | +0.9% | +9.1% | +9.8% |
| 30D | -20.3% | +3.4% | -23.8% | -21.1% |
| 3M | -24.4% | -4.3% | -20.2% | -23.6% |
| 6M | -39.2% | +28.4% | -67.5% | -43.4% |
| YTD | +35.5% | +59.4% | -23.9% | +18.1% |
| 1Y | +43.0% | +64.8% | -21.8% | +23.4% |
| 3Y | +196.3% | +50.6% | +145.7% | +155.8% |
| All | +206.9% | +27.8% | +179.1% | +161.7% |
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