+1,514.3%
MTSI vs CLBK
+67.9%
+1,446.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +1.4% | +1.2% | +0.2% | +0.8% |
| 30D | +2.1% | +9.1% | -7.0% | -1.7% |
| 3M | -29.7% | +27.7% | -57.4% | -37.1% |
| 6M | +12.5% | +40.8% | -28.3% | -3.7% |
| YTD | +57.0% | +66.4% | -9.4% | +24.1% |
| 1Y | +103.9% | +72.4% | +31.5% | +57.8% |
| 3Y | +223.6% | +50.7% | +172.9% | +155.8% |
| 5Y | +321.6% | +42.9% | +278.6% | +210.2% |
| All | +1,514.3% | +67.9% | +1,446.4% | +1,018.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling