+61.7%
MTSI vs CRL
+85.3%
-23.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.3% | +6.3% | +0.2% |
| 7D | -10.7% | -12.8% | +2.1% | -8.7% |
| 30D | -29.0% | +5.0% | -34.0% | -29.0% |
| 3M | -14.7% | +39.4% | -54.1% | -16.8% |
| 6M | -20.1% | +89.4% | -109.4% | -24.3% |
| YTD | +36.1% | +63.6% | -27.5% | +28.3% |
| 1Y | +61.7% | +83.5% | -21.7% | +50.6% |
| All | +61.7% | +85.3% | -23.6% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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