+103.9%
MTSI vs CRBG
+3.6%
+100.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.5% |
| 7D | +1.4% | +5.7% | -4.3% | +1.2% |
| 30D | +2.1% | +2.6% | -0.5% | +1.9% |
| 3M | -29.7% | +31.6% | -61.3% | -30.9% |
| 6M | +12.5% | +32.8% | -20.3% | +9.7% |
| YTD | +57.0% | +16.5% | +40.6% | +52.8% |
| 1Y | +103.9% | +6.1% | +97.8% | +98.1% |
| All | +103.9% | +3.6% | +100.4% | +98.1% |
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