+233.8%
MTSI vs CLX
-22.8%
+256.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.2% | +10.1% | +10.3% |
| 7D | +7.2% | +7.8% | -0.6% | +7.0% |
| 30D | -18.4% | +28.5% | -47.0% | -18.7% |
| 3M | -16.7% | +1.3% | -18.0% | -16.1% |
| 6M | -31.7% | +23.4% | -55.1% | -32.2% |
| YTD | +45.9% | +11.4% | +34.5% | +46.2% |
| 1Y | +47.0% | +6.9% | +40.1% | +47.8% |
| 3Y | +224.1% | -9.8% | +233.9% | +223.8% |
| All | +233.8% | -22.8% | +256.6% | +233.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling