+218.0%
MTSI vs CRL
-9.4%
+227.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.8% |
| 7D | -3.8% | -1.7% | -2.1% | -3.0% |
| 30D | -31.4% | +14.6% | -46.0% | -34.1% |
| 3M | -23.8% | +24.8% | -48.6% | -29.0% |
| 6M | -37.1% | +94.7% | -131.8% | -50.3% |
| YTD | +32.2% | +73.4% | -41.1% | +7.1% |
| 1Y | +26.9% | +104.7% | -77.7% | -3.7% |
| 3Y | +193.7% | +101.1% | +92.7% | +107.6% |
| 5Y | +218.0% | -10.8% | +228.8% | +229.5% |
| All | +218.0% | -9.4% | +227.4% | +229.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling