+826.3%
MTSI vs CLX
+128.5%
+697.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | +0.5% | -18.9% | -18.4% |
| 7D | -24.6% | +12.4% | -37.0% | -25.7% |
| 30D | -45.7% | +21.1% | -66.8% | -47.1% |
| 3M | -27.7% | -3.3% | -24.4% | -27.5% |
| 6M | -37.3% | +18.8% | -56.1% | -39.3% |
| YTD | +11.1% | +3.9% | +7.2% | +9.8% |
| 1Y | +27.2% | -3.8% | +31.0% | +27.1% |
| 3Y | +153.7% | -10.5% | +164.2% | +151.3% |
| 5Y | +159.0% | -26.7% | +185.7% | +163.8% |
| 10Y | +405.6% | +19.9% | +385.7% | +309.8% |
| All | +826.3% | +128.5% | +697.8% | +358.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling