+103.9%
MTSI vs CRL
+78.8%
+25.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.1% | +3.6% |
| 7D | +1.4% | -1.0% | +2.4% | +1.5% |
| 30D | +2.1% | +10.7% | -8.6% | +1.0% |
| 3M | -29.7% | +55.3% | -85.0% | -33.2% |
| 6M | +12.5% | +60.7% | -48.1% | +5.6% |
| YTD | +57.0% | +44.6% | +12.4% | +48.7% |
| 1Y | +103.9% | +77.7% | +26.2% | +81.6% |
| All | +103.9% | +78.8% | +25.1% | +81.6% |
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