-36.9%
MTSI vs CLX
-3.7%
-33.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | +0.5% | -18.9% | -18.0% |
| 7D | -24.6% | +12.4% | -37.0% | -17.7% |
| 30D | -45.7% | +21.1% | -66.8% | -36.0% |
| All | -36.9% | -3.7% | -33.2% | -38.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling