+217.6%
MTSI vs CRL
+99.4%
+118.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.7% | +4.3% | +7.6% |
| 7D | +3.5% | +4.4% | -0.9% | +2.4% |
| 30D | -30.3% | +17.1% | -47.4% | -33.0% |
| 3M | -26.0% | +32.1% | -58.1% | -31.2% |
| 6M | -36.1% | +98.9% | -135.0% | -47.4% |
| YTD | +34.3% | +77.1% | -42.8% | +13.0% |
| 1Y | +35.3% | +110.3% | -75.0% | +7.4% |
| 3Y | +217.6% | +108.5% | +109.1% | +143.2% |
| All | +217.6% | +99.4% | +118.2% | +143.2% |
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