+61.7%
MTSI vs CRBG
+20.9%
+40.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.1% |
| 7D | -10.7% | +2.6% | -13.3% | -10.8% |
| 30D | -29.0% | +4.0% | -33.0% | -29.1% |
| 3M | -14.7% | +15.5% | -30.2% | -15.2% |
| 6M | -20.1% | +36.0% | -56.1% | -21.6% |
| YTD | +36.1% | +23.3% | +12.8% | +31.4% |
| 1Y | +61.7% | +19.9% | +41.8% | +58.6% |
| All | +61.7% | +20.9% | +40.8% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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