+451.3%
MTSI vs CLX
+19.4%
+431.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.3% | +10.6% | +10.8% |
| 7D | -10.0% | +13.6% | -23.6% | -11.0% |
| 30D | -37.2% | +23.4% | -60.5% | -38.5% |
| 3M | -30.1% | -2.8% | -27.2% | -29.8% |
| 6M | -31.9% | +14.0% | -45.9% | -33.2% |
| YTD | +23.2% | +4.2% | +19.0% | +22.2% |
| 1Y | +26.4% | -1.2% | +27.6% | +26.2% |
| 3Y | +186.2% | -12.7% | +198.8% | +185.4% |
| 5Y | +187.0% | -26.5% | +213.5% | +191.6% |
| All | +451.3% | +19.4% | +431.9% | +338.0% |
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