+26.4%
MTSI vs CLX
-3.5%
+29.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.3% | +10.6% | +10.9% |
| 7D | -10.0% | +13.6% | -23.6% | -7.9% |
| 30D | -37.2% | +23.4% | -60.5% | -34.8% |
| 3M | -30.1% | -2.8% | -27.2% | -28.4% |
| 6M | -31.9% | +14.0% | -45.9% | -30.5% |
| YTD | +23.2% | +4.2% | +19.0% | +35.1% |
| 1Y | +26.4% | -1.2% | +27.6% | +38.7% |
| All | +26.4% | -3.5% | +29.9% | +38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling