+320.4%
MTSI vs CLX
-34.6%
+355.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.5% |
| 7D | +1.4% | -9.2% | +10.6% | +1.9% |
| 30D | +2.1% | -11.0% | +13.1% | +2.7% |
| 3M | -29.7% | +5.0% | -34.8% | -30.4% |
| 6M | +12.5% | -18.8% | +31.3% | +14.0% |
| YTD | +57.0% | -4.4% | +61.4% | +57.3% |
| 1Y | +103.9% | -21.9% | +125.8% | +107.9% |
| 3Y | +223.6% | -32.8% | +256.3% | +231.8% |
| All | +320.4% | -34.6% | +355.0% | +306.8% |
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 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