+247.8%
MTSI vs CRBG
+122.1%
+125.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.4% |
| 7D | +2.2% | +0.6% | +1.6% | +2.0% |
| 30D | -11.5% | +2.6% | -14.2% | -12.5% |
| 3M | -26.6% | +24.0% | -50.6% | -32.9% |
| 6M | +23.5% | +50.5% | -27.0% | +3.1% |
| YTD | +60.5% | +17.1% | +43.4% | +47.7% |
| 1Y | +109.7% | +5.9% | +103.9% | +102.0% |
| 3Y | +247.8% | +122.7% | +125.1% | +156.4% |
| All | +247.8% | +122.1% | +125.7% | +156.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling