+26.4%
MTSI vs CRL
+101.2%
-74.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +7.8% | +3.0% | +9.0% |
| 7D | -10.0% | -6.1% | -3.9% | -9.2% |
| 30D | -37.2% | +12.4% | -49.6% | -37.8% |
| 3M | -30.1% | +27.1% | -57.2% | -31.6% |
| 6M | -31.9% | +85.7% | -117.6% | -35.4% |
| YTD | +23.2% | +69.2% | -46.0% | +14.4% |
| 1Y | +26.4% | +97.5% | -71.1% | +13.9% |
| All | +26.4% | +101.2% | -74.8% | +13.9% |
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