+186.2%
MTSI vs CRL
+86.4%
+99.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +7.8% | +3.0% | +8.5% |
| 7D | -10.0% | -6.1% | -3.9% | -8.2% |
| 30D | -37.2% | +12.4% | -49.6% | -38.9% |
| 3M | -30.1% | +27.1% | -57.2% | -34.3% |
| 6M | -31.9% | +85.7% | -117.6% | -42.8% |
| YTD | +23.2% | +69.2% | -46.0% | +5.0% |
| 1Y | +26.4% | +97.5% | -71.1% | +2.2% |
| 3Y | +186.2% | +86.1% | +100.1% | +124.5% |
| All | +186.2% | +86.4% | +99.7% | +124.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling