+477.8%
MTSI vs CLX
+26.5%
+451.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.6% |
| 7D | -3.8% | +13.6% | -17.5% | -4.9% |
| 30D | -31.4% | +29.1% | -60.4% | -33.0% |
| 3M | -23.8% | +1.6% | -25.3% | -23.7% |
| 6M | -37.1% | +18.7% | -55.8% | -38.4% |
| YTD | +32.2% | +11.1% | +21.1% | +30.4% |
| 1Y | +26.9% | +7.0% | +19.9% | +25.8% |
| 3Y | +193.7% | -10.0% | +203.7% | +193.3% |
| 5Y | +218.0% | -22.6% | +240.7% | +222.1% |
| 10Y | +477.8% | +29.3% | +448.4% | +353.8% |
| All | +477.8% | +26.5% | +451.2% | +353.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling