+402.8%
MTSI vs CRBG
+114.2%
+288.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.1% | -5.8% | -5.2% |
| 7D | +4.8% | -1.6% | +6.4% | +5.4% |
| 30D | -9.2% | +2.4% | -11.5% | -10.1% |
| 3M | -23.1% | +26.8% | -50.0% | -30.3% |
| 6M | +23.5% | +41.5% | -18.0% | +5.9% |
| YTD | +59.1% | +15.5% | +43.6% | +47.0% |
| 1Y | +106.9% | +6.6% | +100.3% | +97.2% |
| 3Y | +243.2% | +121.6% | +121.5% | +142.1% |
| All | +402.8% | +114.2% | +288.6% | +257.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling