+471.4%
MTSI vs CRL
+400.8%
+70.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.7% | +4.3% | +6.8% |
| 7D | +3.5% | +4.4% | -0.9% | +1.9% |
| 30D | -30.3% | +17.1% | -47.4% | -34.9% |
| 3M | -26.0% | +32.1% | -58.1% | -35.0% |
| 6M | -36.1% | +98.9% | -135.0% | -54.7% |
| YTD | +34.3% | +77.1% | -42.8% | -1.6% |
| 1Y | +35.3% | +110.3% | -75.0% | -9.5% |
| 3Y | +217.6% | +108.5% | +109.1% | +90.6% |
| 5Y | +210.1% | -7.9% | +218.0% | +194.4% |
| 10Y | +471.4% | +368.9% | +102.5% | +108.0% |
| All | +471.4% | +400.8% | +70.6% | +108.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling